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YH

Ying Hu

0000-0002-1080-2600
math.PRmath.OCq-fin.MFq-fin.PMq-fin.RMcs.SYeess.SYmath.APmath.DSmath.ST

On Valency

published · living versions
W_bwgdtn5k·v1 · currentpublished
Utility maximization in incomplete markets
with Peter Imkeller, Matthias Muller
1 version

Preprints & journals

84 papers in the corpus · 2005–2026
Vector- and operator-valued backward stochastic equations with finite-variation drivers and a maximum principle for singular stochastic control in infinite dimensions2610.01545v2 · Ying Hu, Guomin Liu, Shanjian Tang2026 · 0 citationsarXiv
A global stochastic maximum principle for forward-backward stochastic control systems with quadratic convex generator and unbounded terminal condition2609.21451v2 · Ying Hu, Feng Li, Jiaqiang Wen2026 · 0 citationsarXiv
Sharp propagation of chaos for mean-field backward stochastic differential equations2609.15798v1 · Shuxian Gao, Ying Hu, Jiaqiang Wen2026 · 0 citationsarXiv
Backward doubly stochastic differential equations with or without reflection under weak conditions2603.14447v2 · Shuxian Gao, Ying Hu, Jiaqiang Wen2026 · 0 citationsarXiv
Solvability of BSDEs with possibly unbounded stochastic coefficients on a general weighted LpL^p space2603.13873v1 · Yaqi Zhang, Xinying Li, Ying Hu et al.2026 · 0 citationsarXiv
Mean-field backward stochastic Volterra integral equations: well-posedness and related particle system2511.07173v1 · Tao Hao, Ying Hu, Jiaqiang Wen2025 · 0 citationsarXiv
Uniqueness of adapted solutions to scalar BSDEs with Peano-type generators2510.21446v1 · Shengjun Fan, Ying Hu, Shanjian Tang2025 · 0 citationsarXiv
Optimal control of stochastic homogenous systems2507.21576v1 · Ying Hu, Xiaomin Shi, Zuo Quan Xu2025 · 0 citationsarXiv
Relationship between maximum principle and dynamic programming principle for recursive optimal control problem of stochastic evolution equations2507.06118v2 · Ying Hu, Guomin Liu, Shanjian Tang2025 · 0 citationsarXiv
Multi-dimensional anticipated backward stochastic differential equations with quadratic growth2503.20255v2 · Ying Hu, Feng Li, Jiaqiang Wen2025 · 0 citationsarXiv
Multi-dimensional non-Markovian backward stochastic differential equations of interactively quadratic generators2410.08748v1 · Shengjun Fan, Ying Hu, Shanjian Tang2024 · 2 citationsarXiv
Unbounded Dynamic Concave Utilities via BSDEs2404.14059v3 · Shengjun Fan, Ying Hu, Shanjian Tang2024 · 0 citationsarXiv
Comparison theorems for multi-dimensional BSDEs with jumps and applications to constrained stochastic linear-quadratic control2311.06512v1 · Ying Hu, Xiaomin Shi, Zuo Quan Xu2023 · 2 citationsarXiv
1D nonlinear backward stochastic differential equations: a unified theory and applications2309.06233v2 · Shengjun Fan, Ying Hu, Shanjian Tang2023 · 1 citationarXiv
Scalar BSDEs of iterated-logarithmically sublinear generators with integrable terminal values2307.11300v1 · Shengjun Fan, Ying Hu, Shanjian Tang2023 · 2 citationsarXiv
Constrained monotone mean-variance problem with random coefficients2212.14188v3 · Ying Hu, Xiaomin Shi, Zuo Quan Xu2022 · 7 citationsarXiv
Backward stochastic differential equations with conditional reflection and related recursive optimal control problems2211.07191v1 · Ying Hu, Jianhui Huang, Wenqiang Li2022 · 4 citationsarXiv
Optimal consumption-investment with coupled constraints on consumption and investment strategies in a regime switching market with random coefficients2211.05291v1 · Ying Hu, Xiaomin Shi, Zuo Quan Xu2022 · 1 citationarXiv
Mean-field backward stochastic differential equations and nonlocal PDEs with quadratic growth2211.05676v3 · Tao Hao, Ying Hu, Shanjian Tang et al.2022 · 8 citationsarXiv
General Mean Reflected BSDEs2211.01187v1 · Ying Hu, Remi Moreau, Falei Wang2022 · 1 citationarXiv
Backward doubly stochastic differential equations and SPDEs with quadratic growth2205.05289v1 · Ying Hu, Jiaqiang Wen, Jie Xiong2022 · 7 citationsarXiv
Quadratic Mean-Field Reflected BSDEs2201.10359v2 · Ying Hu, Remi Moreau, Falei Wang2022 · 8 citationsarXiv
Stochastic linear-quadratic control with a jump and regime switching on a random horizon2201.06844v1 · Ying Hu, Xiaomin Shi, Zuo Quan Xu2022 · 6 citationsarXiv
Non-homogeneous stochastic LQ control with regime switching and random coefficients2201.01433v7 · Ying Hu, Xiaomin Shi, Zuo Quan Xu2022 · 8 citationsarXiv
Optimal control of SDEs with expected path constraints and related constrained FBSDEs2201.00321v2 · Ying Hu, Shanjian Tang, Zuo Quan Xu2022 · 1 citationarXiv
Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs2107.12694v1 · Shengjun Fan, Ying Hu, Shanjian Tang2021 · 5 citationsarXiv
A unified approach to mean-field team: homogeneity, heterogeneity and quasi-exchangeability2105.07556v1 · Xinwei Feng, Ying Hu, Jianhui Huang2021 · 0 citationsarXiv
Constrained stochastic LQ control on infinite time horizon with regime switching2104.11960v2 · Ying Hu, Xiaomin Shi, Zuo Quan Xu2021 · 5 citationsarXiv
Quadratic GG-BSDEs with convex generators and unbounded terminal conditions2101.11413v1 · Ying Hu, Shanjian Tang, Falei Wang2021 · 13 citationsarXiv
Multi-dimensional backward stochastic differential equations of diagonally quadratic generators: the general result2007.04481v1 · Shengjun Fan, Ying Hu, Shanjian Tang2020 · 19 citationsarXiv
Consistent Investment of Sophisticated Rank-Dependent Utility Agents in Continuous Time2006.01979v1 · Ying Hu, Hanqing Jin, Xun Yu Zhou2020 · 14 citationsarXiv
Backward Stackelberg Differential Game with Constraints: a Mixed Terminal-Perturbation and Linear-Quadratic Approach2005.11872v2 · Xinwei Feng, Ying Hu, Jianhui Huang2020 · 14 citationsarXiv
Constrained stochastic LQ control with regime switching and application to portfolio selection2004.11832v2 · Ying Hu, Xiaomin Shi, Zuo Quan Xu2020 · 21 citationsarXiv
Anticipated backward stochastic differential equations with quadratic growth1909.10846v1 · Ying Hu, Xun Li, Jiaqiang Wen2019 · 20 citationsarXiv
Existence, uniqueness, comparison theorem and stability theorem for unbounded solutions of scalar BSDEs with sub-quadratic generators1909.10081v2 · Shengjun Fan, Ying Hu2019 · 0 citationsarXiv
On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions1905.12675v1 · Shengjun Fan, Ying Hu, Shanjian Tang2019 · 24 citationsarXiv
Existence and uniqueness of solution to scalar BSDEs with Lexp⁡(μ2log⁡(1+L))L\exp\left(\mu\sqrt{2\log(1+L)}\right)-integrable terminal values: the critical case1904.02761v1 · Shengjun Fan, Ying Hu2019 · 2 citationsarXiv
Forward and Backward Stochastic Differential Equations with normal constraint in law1903.01114v1 · Philippe Briand (LAMA), Pierre Cardaliaguet (CEREMADE), Paul-'Eric Chaudru de Raynal (LAMA) et al.2019 · 5 citationsarXiv
Stochastic LQ and Associated Riccati equation of PDEs Driven by State-and Control-Dependent White Noise1809.05308v1 · Ying Hu (IRMAR), Shanjian Tang2018 · 4 citationsarXiv
Systems of ergodic BSDEs arising in regime switching forward performance processes1807.01816v4 · Ying Hu, Gechun Liang, Shanjian Tang2018 · 21 citationsarXiv
Uniqueness of solution to scalar BSDEs with Lexp⁡(μ2log⁡(1+L) )L\exp{\left(\mu \sqrt{2\log{(1+L)}}\,\right)}-integrable terminal values1805.06246v1 · Rainer Buckdahn (LM), Ying Hu (IRMAR), Shanjian Tang2018 · 12 citationsarXiv
BSDE formulation of combined regular and singular stochastic control problems1801.03336v1 · Bruno Bouchard (CEREMADE), Patrick Cheridito, Ying Hu2018 · 2 citationsarXiv
Ergodic BSDE with an unbounded and multiplicative underlying diffusion and application to large time behavior of viscosity solution of HJB equation1801.01284v1 · Ying Hu (IRMAR), Florian Lemonnier (IRMAR)2018 · 0 citationsarXiv
Linear-Quadratic-Gaussian Mixed Mean-field Games with Heterogeneous Input Constraints1710.02916v1 · Ying Hu, Jianhui Huang, Tianyang Nie2017 · 57 citationsarXiv
Mean-field type Quadratic BSDEs1708.08784v1 · H'elene Hibon (IRMAR), Ying Hu (IRMAR), Shanjian Tang2017 · 8 citationsarXiv
Mixed Deterministic and Random Optimal Control of Linear Stochastic Systems with Quadratic Costs1708.06547v1 · Ying Hu (IRMAR), Shanjian Tang2017 · 18 citationsarXiv
Nonlinear Backward Stochastic Evolutionary Equations Driven by a Space-Time White Noise1708.00324v1 · Ying Hu, Shanjian Tang2017 · 1 citationarXiv
Utility maximization in constrained and unbounded financial markets: Applications to indifference valuation, regime switching, consumption and Epstein-Zin recursive utility1707.00199v5 · Ying Hu, Gechun Liang, Shanjian Tang2017 · 2 citationsarXiv
Quadratic BSDEs with mean reflection1705.09852v1 · H'elene Hibon, Ying Hu, Yiqing Lin et al.2017 · 20 citationsarXiv
Existence of solution to scalar BSDEs with weakly L1+L^{1+}-integrable terminal values1704.05212v1 · Ying Hu (IRMAR), Shanjian Tang2017 · 2 citationsarXiv
Career total: 178 works. 84 are in this corpus.Showing the 50 most recent.

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