Edit Profile (opens in new tab) Hu, Ying Co-Author Distance Author ID: hu.ying Published as: Hu, Ying; Hu, Y. External Links: MGP · Google Scholar · ResearchGate · IdRef · theses.fr Documents Indexed: 126 Publications since 1990, including 22 Additional arXiv Preprints Reviewing Activity: 2 Reviews Co-Authors: 61 Co-Authors with 114 Joint Publications 1,587 Co-Co-Authors all top 5 Co-Authors 11 single-authored 21 Tang, Shanjian 14 Peng, Shige 9 Fan, Shengjun 8 Briand, Philippe 8 Buckdahn, Rainer 8 Fuhrman, Marco 8 Tessitore, Gianmario 8 Xu, Zuoquan 7 Huang, Jianhui 7 Shi, Xiaomin 5 Zhou, Xunyu 4 Coquet, François 4 Delbaen, Freddy 4 Mémin, Jean 4 Richou, Adrien 4 Wang, Falei 3 Delyon, Bernard 3 Feng, Xinwei 3 Imkeller, Peter 3 Jin, Hanqing 3 Li, Xun 3 Liang, Gechun 3 Ma, Jin 3 Madec, Pierre-Yves 3 Qian, Zhongmin M. 3 Wen, Jiaqiang 3 Yong, Jiongmin 2 Bao, Xiaobo 2 Cheridito, Patrick 2 Hibon, Hélène 2 Li, Juan 2 Lin, Yiqing 2 Moreau, Remi 1 Baldwin, John A. 1 Bouchard, Bruno 1 Cardaliaguet, Pierre 1 Chaudru De Raynal, Paul-Eric 1 Chong, Wing Fung 1 Cohen, Samuel N. 1 Debussche, Arnaud 1 Elie, Romuald 1 Hao, Tao 1 Horst, Ulrich 1 Jiang, Yiming 1 Lemonnier, Florian 1 Lerner, Nicolas 1 Li, Wenqiang 1 Li, Xunjing 1 Luo, Peng 1 Matoussi, Anis 1 Nie, Tianyang 1 Pardoux, Etienne 1 Réveillac, Anthony 1 Schweizer, Martin 1 Sivek, Steven 1 Soumana Hima, Abdoulaye 1 Stoica, Lucreţiu 1 Xiong, Jie 1 Yao, Song 1 Zariphopoulou, Thaleia 1 Zhang, Jianing 1 Zhang, Tusheng S. 1 Zhang, Zichen all top 5 Serials 16 Stochastic Processes and their Applications 12 SIAM Journal on Control and Optimization 7 Probability Theory and Related Fields 5 Stochastic Analysis and Applications 4 Applied Mathematics and Optimization 4 The Annals of Applied Probability 4 Electronic Communications in Probability 4 Mathematical Control and Related Fields 3 Comptes Rendus. Mathématique. Académie des Sciences, Paris 3 Probability, Uncertainty and Quantitative Risk 2 Journal of Differential Equations 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 NoDEA. Nonlinear Differential Equations and Applications 2 Discrete and Continuous Dynamical Systems 2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 2 Journal of Evolution Equations 2 Stochastics and Dynamics 2 Nonlinear Analysis. Theory, Methods & Applications 1 Advances in Applied Probability 1 Acta Mathematica Sinica 1 Archiv der Mathematik 1 Journal of Functional Analysis 1 Journal of Mathematics of Kyoto University 1 Mathematics of Operations Research 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Systems & Control Letters 1 Acta Mathematicae Applicatae Sinica 1 Chinese Annals of Mathematics. Series A 1 Chinese Annals of Mathematics. Series B 1 Comptes Rendus de l’Académie des Sciences. Série I 1 Stochastics and Stochastics Reports 1 Potential Analysis 1 Finance and Stochastics 1 Mathematical Finance 1 Comptes Rendus de l’Académie des Sciences. Série I. Mathématique 1 International Journal of Theoretical and Applied Finance 1 SIAM Journal on Financial Mathematics 1 Numerical Algebra, Control and Optimization 1 Stochastic and Partial Differential Equations. Analysis and Computations all top 5 Fields 99 Probability theory and stochastic processes (60-XX) 43 Systems theory; control (93-XX) 28 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 19 Calculus of variations and optimal control; optimization (49-XX) 17 Partial differential equations (35-XX) 5 Ordinary differential equations (34-XX) 3 Numerical analysis (65-XX) 2 Statistics (62-XX) 1 Group theory and generalizations (20-XX) 1 Manifolds and cell complexes (57-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 94 Publications have been cited 2,629 times in 1,443 Documents Cited by ▼ Year ▼ \(L^p\) solutions of backward stochastic differential equations. Zbl 1075.65503 Briand, Ph.; Delyon, B.; Hu, Y.; Pardoux, E.; Stoica, L. 205 2003 Solution of forward-backward stochastic differential equations. Zbl 0831.60065 Hu, Ying; Peng, S. 189 1995 Utility maximization in incomplete markets. Zbl 1083.60048 Hu, Ying; Imkeller, Peter; Müller, Matthias 177 2005 BSDE with quadratic growth and unbounded terminal value. Zbl 1109.60052 Briand, Philippe; Hu, Ying 156 2006 Quadratic BSDEs with convex generators and unbounded terminal conditions. Zbl 1141.60037 Briand, Philippe; Hu, Ying 146 2008 Time-inconsistent stochastic linear-quadratic control. Zbl 1251.93141 Hu, Ying; Jin, Hanqing; Zhou, Xun Yu 140 2012 Filtration-consistent nonlinear expectations and related \(g\)-expectations. Zbl 1007.60057 Coquet, François; Hu, Ying; Mémin, Jean; Peng, Shige 114 2002 Adapted solution of a backward semilinear stochastic evolution equation. Zbl 0736.60051 Hu, Ying; Peng, Shige 95 1991 A converse comparison theorem for BSDEs and related properties of \(g\)-expectation. Zbl 0966.60054 Briand, Philippe; Coquet, François; Hu, Ying; Mémin, Jean; Peng, Shige 87 2000 Time-inconsistent stochastic linear-quadratic control: characterization and uniqueness of equilibrium. Zbl 1414.91340 Hu, Ying; Jin, Hanqing; Zhou, Xun Yu 78 2017 Multi-dimensional BSDE with oblique reflection and optimal switching. Zbl 1188.60029 Hu, Ying; Tang, Shanjian 75 2010 On semi-linear degenerate backward stochastic partial differential equations. Zbl 1011.60046 Hu, Ying; Ma, Jin; Yong, Jiongmin 54 2002 Multi-dimensional backward stochastic differential equations of diagonally quadratic generators. Zbl 1333.60120 Hu, Ying; Tang, Shanjian 52 2016 Constrained stochastic LQ control with random coefficients, and application to portfolio selection. Zbl 1210.93082 Hu, Ying; Zhou, Xun Yu 51 2005 On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions. Zbl 1225.60093 Delbaen, Freddy; Hu, Ying; Richou, Adrien 51 2011 Backward SDEs with superquadratic growth. Zbl 1253.60072 Delbaen, Freddy; Hu, Ying; Bao, Xiaobo 50 2011 Maximum principle for semilinear stochastic evolution control systems. Zbl 0722.93080 Hu, Ying; Peng, Shige 45 1990 Stability of BSDEs with random terminal time and homogenization of semilinear elliptic PDEs. Zbl 0912.60081 Briand, Philippe; Hu, Ying 41 1998 Stochastic maximum principle for optimal control of SPDEs. Zbl 1282.93274 Fuhrman, Marco; Hu, Ying; Tessitore, Gianmario 35 2013 On the comparison theorem for multidimensional BSDEs. Zbl 1098.60052 Hu, Ying; Peng, Shige 32 2006 Simulation of conditioned diffusion and application to parameter estimation. Zbl 1107.60046 Delyon, Bernard; Hu, Ying 31 2006 Indefinite stochastic Riccati equations. Zbl 1039.60058 Hu, Ying; Zhou, Xun Yu 31 2003 Ergodic BSDEs and optimal ergodic control in Banach spaces. Zbl 1196.60106 Fuhrman, Marco; Hu, Ying; Tessitore, Gianmario 30 2009 BSDEs with mean reflection. Zbl 1391.60133 Briand, Philippe; Elie, Romuald; Hu, Ying 26 2018 Optimal consumption and investment in incomplete markets with general constraints. Zbl 1237.91202 Cheridito, Patrick; Hu, Ying 25 2011 Ergodic BSDEs under weak dissipative assumptions. Zbl 1221.60080 Debussche, Arnaud; Hu, Ying; Tessitore, Gianmario 25 2011 Linear-quadratic-Gaussian mixed mean-field games with heterogeneous input constraints. Zbl 1416.91040 Hu, Ying; Huang, Jianhui; Nie, Tianyang 23 2018 Forward-backward systems for expected utility maximization. Zbl 1329.60182 Horst, Ulrich; Hu, Ying; Imkeller, Peter; Réveillac, Anthony; Zhang, Jianing 23 2014 On Jensen’s inequality for \(g\)-expectation and for nonlinear expectation. Zbl 1082.60051 Hu, Ying 22 2005 Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations. Zbl 1155.60018 Hu, Ying; Ma, Jin; Peng, Shige; Yao, Song 21 2008 A probabilistic approach to large time behavior of mild solutions of HJB equations in infinite dimension. Zbl 1382.35346 Hu, Ying; Madec, Pierre-Yves; Richou, Adrien 20 2015 Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs. Zbl 0953.35017 Buckdahn, Rainer; Hu, Ying; Peng, Shige 19 1999 A general converse comparison theorem for backward stochastic differential equations. Zbl 0994.60064 Coquet, François; Hu, Ying; Mémin, Jean; Peng, Shige 18 2001 Hedging contingent claims for a large investor in an incomplete market. Zbl 0904.90009 Buckdahn, Rainer; Hu, Ying 18 1998 Probabilistic approach to homogenizations of systems of quasilinear parabolic PDEs with periodic structures. Zbl 1016.35002 Buckdahn, Rainer; Hu, Ying 17 1998 Stochastic representation for solutions of Isaacs’ type integral-partial differential equations. Zbl 1243.91011 Buckdahn, Rainer; Hu, Ying; Li, Juan 17 2011 Stochastic maximum principle for optimal control of SPDEs. Zbl 1256.93117 Fuhrman, Marco; Hu, Ying; Tessitore, Gianmario 17 2012 Linear quadratic mean field game with control input constraint. Zbl 1432.49048 Hu, Ying; Huang, Jianhui; Li, Xun 17 2018 Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation. Zbl 1401.60113 Hu, Ying; Lin, Yiqing; Soumana Hima, Abdoulaye 15 2018 Probabilistic interpretation of a system of quasilinear elliptic partial differential equations under Neumann boundary conditions. Zbl 0789.60047 Hu, Ying 15 1993 On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case. Zbl 1335.60099 Richou, Adrien; Hu, Ying; Delbaen, Freddy 15 2015 Maximum principle for optimal control of stochastic system of functional type. Zbl 0863.93084 Hu, Ying; Peng, Shige 13 1996 Ergodic BSDEs driven by Markov chains. Zbl 1282.60071 Cohen, Samuel N.; Hu, Ying 13 2013 Forward and backward stochastic differential equations with normal constraints in law. Zbl 1454.60075 Briand, Philippe; Cardaliaguet, Pierre; Chaudru de Raynal, Paul-Éric; Hu, Ying 13 2020 Uniqueness of solution to scalar BSDEs with \(L\exp(\mu \sqrt{2\log(1+L)})\)-integrable terminal values. Zbl 1414.60040 Buckdahn, Rainer; Hu, Ying; Tang, Shanjian 12 2018 BSDE on an infinite horizon and elliptic PDEs in infinite dimension. Zbl 1136.60038 Hu, Ying; Tessitore, Gianmario 12 2007 On a class of stochastic optimal control problems related to BSDEs with quadratic growth. Zbl 1125.93069 Fuhrman, Marco; Hu, Ying; Tessitore, Gianmario 12 2006 A stability theorem of backward stochastic differential equations and its application. Zbl 0882.60053 Hu, Ying; Peng, Shige 11 1997 Forward-backward stochastic differential equations with nonsmooth coefficients. Zbl 1045.60058 Hu, Ying; Yong, Jiongmin 11 2000 On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions. Zbl 1464.60062 Fan, Shengjun; Hu, Ying; Tang, Shanjian 11 2020 Pricing of American contingent claims with jump stock price and constrained portfolios. Zbl 0985.91026 Buckdahn, Rainer; Hu, Ying 10 1998 An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior. Zbl 1435.91200 Chong, Wing Fung; Hu, Ying; Liang, Gechun; Zariphopoulou, Thaleia 10 2019 Nonlinear Feynman-Kac formula and discrete-functional-type BSDEs with continuous coefficients. Zbl 1084.60031 Hu, Ying; Ma, Jin 10 2004 Existence of solution to scalar BSDEs with \(L\exp\left(\sqrt {\frac{2}{\lambda}\log(1+L)}\right)\)-integrable terminal values. Zbl 1390.60208 Hu, Ying; Tang, Shanjian 9 2018 On the solution of forward-backward SDEs with monotone and continuous coefficients. Zbl 0970.34056 Hu, Ying 8 2000 Existence and uniqueness of solution to scalar BSDEs with \(L\exp (\mu \sqrt{2\log (1+L)} )\)-integrable terminal values: the critical case. Zbl 1422.60094 Fan, Shengjun; Hu, Ying 8 2019 Quadratic BSDEs with mean reflection. Zbl 1419.60043 Hibon, Hélène; Hu, Ying; Lin, Yiqing; Luo, Peng; Wang, Falei 8 2018 Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations. Zbl 1332.93377 Hu, Ying; Tang, Shanjian 8 2015 Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs. Zbl 1432.93381 Hu, Ying; Tang, Shanjian 8 2019 On the existence and uniqueness of solutions to stochastic equations in infinite dimension with integral-Lipschitz coefficients. Zbl 1037.60060 Hu, Ying; Lerner, Nicolas 8 2002 A probabilistic approach to large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions. Zbl 1366.35090 Hu, Ying; Madec, Pierre-Yves 7 2016 Infinite horizon BSDEs in infinite dimensions with continuous driver and applications. Zbl 1116.60032 Fuhrman, Marco; Hu, Ying 7 2006 \(N\)-person differential games governed by semilinear stochastic evolution systems. Zbl 0753.90092 Hu, Ying 7 1991 Probabilistic interpretation of a coupled system of Hamilton-Jacobi-Bellman equations. Zbl 1239.35036 Buckdahn, Rainer; Hu, Ying 7 2010 Stochastic maximum principle for optimal control of partial differential equations driven by white noise. Zbl 1406.93384 Fuhrman, Marco; Hu, Ying; Tessitore, Gianmario 7 2018 Some new BSDE results for an infinite-horizon stochastic control problem. Zbl 1230.91202 Hu, Ying; Schweizer, Martin 7 2011 Systems of ergodic BSDEs arising in regime switching forward performance processes. Zbl 1461.60057 Hu, Ying; Liang, Gechun; Tang, Shanjian 7 2020 Probabilistic approach to singular perturbations of semilinear and quasilinear parabolic PDEs. Zbl 0922.60055 Briand, Philippe; Hu, Ying 6 1999 Wong-Zakai approximations of backward doubly stochastic differential equations. Zbl 1325.60089 Hu, Ying; Matoussi, Anis; Zhang, Tusheng 6 2015 Anticipated backward stochastic differential equations with quadratic growth. Zbl 1467.60041 Hu, Ying; Li, Xun; Wen, Jiaqiang 6 2021 Potential kernels associated with a filtration and forward-backward SDEs. Zbl 0929.60053 Hu, Ying 5 1999 Maximum principle of optimal control problem for Markov process. Zbl 0723.93082 Hu, Ying 4 1990 Partial equilibrium and market completion. Zbl 1139.91326 Hu, Ying; Imkeller, Peter; Müller, Matthias 4 2005 Constrained stochastic LQ control with regime switching and application to portfolio selection. Zbl 1484.91425 Hu, Ying; Shi, Xiaomin; Xu, Zuo Quan 4 2022 Ergodic BSDE with unbounded and multiplicative underlying diffusion and application to large time behaviour of viscosity solution of HJB equation. Zbl 1422.35187 Hu, Ying; Lemonnier, Florian 3 2019 Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions. Zbl 1503.60067 Hu, Ying; Tang, Shanjian; Wang, Falei 3 2022 Backward Stackelberg differential game with constraints: a mixed terminal-perturbation and linear-quadratic approach. Zbl 1492.91074 Feng, Xinwei; Hu, Ying; Huang, Jianhui 3 2022 On the existence of solution to one-dimensional forward-backward SDEs. Zbl 0949.60070 Hu, Ying 2 2000 Stochastic partial differential equations driven by space-time fractional noises. Zbl 1415.60073 Hu, Ying; Jiang, Yiming; Qian, Zhongmin 2 2019 Maximum principle for stochastic optimal impulse controls. Zbl 0770.49022 Hu, Ying; Yong, Jiongmin 2 1991 Constrained stochastic LQ control on infinite time horizon with regime switching. Zbl 1482.93703 Hu, Ying; Shi, Xiaomin; Xu, Zuo Quan 2 2022 Quadratic mean-field reflected BSDEs. Zbl 1502.60094 Hu, Ying; Moreau, Remi; Wang, Falei 2 2022 Existence and non-uniqueness of solutions for BSDE. Zbl 1218.60046 Bao, Xiaobo; Delbaen, Freddy; Hu, Ying 2 2010 Gradient estimates for porous medium and fast diffusion equations by martingale method. Zbl 1387.60090 Hu, Ying; Qian, Zhongmin; Zhang, Zichen 1 2017 BMO martingales and positive solutions of heat equations. Zbl 1336.60131 Hu, Ying; Qian, Zhongmin 1 2015 Stability theorems and homogenization of nonlinear PDEs with periodic structures. Zbl 0884.60055 Hu, Ying 1 1997 Optimal control of SDEs with expected path constraints and related constrained FBSDEs. Zbl 1505.93286 Hu, Ying; Tang, Shanjian; Xu, Zuo Quan 1 2022 Maximum principle for optimal control problem of nonlinear generalized systems. – Infinite dimensional case. Zbl 0761.49011 Hu, Ying; Peng, Shige; Li, Xunjing 1 1992 Stochastic control and BSDEs with quadratic growth. Zbl 1192.93128 Fuhrman, Marco; Hu, Ying; Tessitore, Gianmario 1 2007 A generalized Haussmann’s formula. Zbl 0771.60042 Hu, Ying 1 1993 Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs. Zbl 1520.60030 Fan, Shengjun; Hu, Ying; Tang, Shanjian 1 2023 Multi-dimensional backward stochastic differential equations of diagonally quadratic generators: the general result. Zbl 07700853 Fan, Shengjun; Hu, Ying; Tang, Shanjian 1 2023 Mean-field type quadratic BSDEs. Zbl 1515.60191 Hibon, Hélène; Hu, Ying; Tang, Shanjian 1 2023 Consistent investment of sophisticated rank-dependent utility agents in continuous time. Zbl 1522.91225 Hu, Ying; Jin, Hanqing; Zhou, Xun Yu 1 2021 Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs. Zbl 1520.60030 Fan, Shengjun; Hu, Ying; Tang, Shanjian 1 2023 Multi-dimensional backward stochastic differential equations of diagonally quadratic generators: the general result. Zbl 07700853 Fan, Shengjun; Hu, Ying; Tang, Shanjian 1 2023 Mean-field type quadratic BSDEs. Zbl 1515.60191 Hibon, Hélène; Hu, Ying; Tang, Shanjian 1 2023 Constrained stochastic LQ control with regime switching and application to portfolio selection. Zbl 1484.91425 Hu, Ying; Shi, Xiaomin; Xu, Zuo Quan 4 2022 Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions. Zbl 1503.60067 Hu, Ying; Tang, Shanjian; Wang, Falei 3 2022 Backward Stackelberg differential game with constraints: a mixed terminal-perturbation and linear-quadratic approach. Zbl 1492.91074 Feng, Xinwei; Hu, Ying; Huang, Jianhui 3 2022 Constrained stochastic LQ control on infinite time horizon with regime switching. Zbl 1482.93703 Hu, Ying; Shi, Xiaomin; Xu, Zuo Quan 2 2022 Quadratic mean-field reflected BSDEs. Zbl 1502.60094 Hu, Ying; Moreau, Remi; Wang, Falei 2 2022 Optimal control of SDEs with expected path constraints and related constrained FBSDEs. Zbl 1505.93286 Hu, Ying; Tang, Shanjian; Xu, Zuo Quan 1 2022 Anticipated backward stochastic differential equations with quadratic growth. Zbl 1467.60041 Hu, Ying; Li, Xun; Wen, Jiaqiang 6 2021 Consistent investment of sophisticated rank-dependent utility agents in continuous time. Zbl 1522.91225 Hu, Ying; Jin, Hanqing; Zhou, Xun Yu 1 2021 Forward and backward stochastic differential equations with normal constraints in law. Zbl 1454.60075 Briand, Philippe; Cardaliaguet, Pierre; Chaudru de Raynal, Paul-Éric; Hu, Ying 13 2020 On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions. Zbl 1464.60062 Fan, Shengjun; Hu, Ying; Tang, Shanjian 11 2020 Systems of ergodic BSDEs arising in regime switching forward performance processes. Zbl 1461.60057 Hu, Ying; Liang, Gechun; Tang, Shanjian 7 2020 An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior. Zbl 1435.91200 Chong, Wing Fung; Hu, Ying; Liang, Gechun; Zariphopoulou, Thaleia 10 2019 Existence and uniqueness of solution to scalar BSDEs with \(L\exp (\mu \sqrt{2\log (1+L)} )\)-integrable terminal values: the critical case. Zbl 1422.60094 Fan, Shengjun; Hu, Ying 8 2019 Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs. Zbl 1432.93381 Hu, Ying; Tang, Shanjian 8 2019 Ergodic BSDE with unbounded and multiplicative underlying diffusion and application to large time behaviour of viscosity solution of HJB equation. Zbl 1422.35187 Hu, Ying; Lemonnier, Florian 3 2019 Stochastic partial differential equations driven by space-time fractional noises. Zbl 1415.60073 Hu, Ying; Jiang, Yiming; Qian, Zhongmin 2 2019 BSDEs with mean reflection. Zbl 1391.60133 Briand, Philippe; Elie, Romuald; Hu, Ying 26 2018 Linear-quadratic-Gaussian mixed mean-field games with heterogeneous input constraints. Zbl 1416.91040 Hu, Ying; Huang, Jianhui; Nie, Tianyang 23 2018 Linear quadratic mean field game with control input constraint. Zbl 1432.49048 Hu, Ying; Huang, Jianhui; Li, Xun 17 2018 Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation. Zbl 1401.60113 Hu, Ying; Lin, Yiqing; Soumana Hima, Abdoulaye 15 2018 Uniqueness of solution to scalar BSDEs with \(L\exp(\mu \sqrt{2\log(1+L)})\)-integrable terminal values. Zbl 1414.60040 Buckdahn, Rainer; Hu, Ying; Tang, Shanjian 12 2018 Existence of solution to scalar BSDEs with \(L\exp\left(\sqrt {\frac{2}{\lambda}\log(1+L)}\right)\)-integrable terminal values. Zbl 1390.60208 Hu, Ying; Tang, Shanjian 9 2018 Quadratic BSDEs with mean reflection. Zbl 1419.60043 Hibon, Hélène; Hu, Ying; Lin, Yiqing; Luo, Peng; Wang, Falei 8 2018 Stochastic maximum principle for optimal control of partial differential equations driven by white noise. Zbl 1406.93384 Fuhrman, Marco; Hu, Ying; Tessitore, Gianmario 7 2018 Time-inconsistent stochastic linear-quadratic control: characterization and uniqueness of equilibrium. Zbl 1414.91340 Hu, Ying; Jin, Hanqing; Zhou, Xun Yu 78 2017 Gradient estimates for porous medium and fast diffusion equations by martingale method. Zbl 1387.60090 Hu, Ying; Qian, Zhongmin; Zhang, Zichen 1 2017 Multi-dimensional backward stochastic differential equations of diagonally quadratic generators. Zbl 1333.60120 Hu, Ying; Tang, Shanjian 52 2016 A probabilistic approach to large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions. Zbl 1366.35090 Hu, Ying; Madec, Pierre-Yves 7 2016 A probabilistic approach to large time behavior of mild solutions of HJB equations in infinite dimension. Zbl 1382.35346 Hu, Ying; Madec, Pierre-Yves; Richou, Adrien 20 2015 On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case. Zbl 1335.60099 Richou, Adrien; Hu, Ying; Delbaen, Freddy 15 2015 Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations. Zbl 1332.93377 Hu, Ying; Tang, Shanjian 8 2015 Wong-Zakai approximations of backward doubly stochastic differential equations. Zbl 1325.60089 Hu, Ying; Matoussi, Anis; Zhang, Tusheng 6 2015 BMO martingales and positive solutions of heat equations. Zbl 1336.60131 Hu, Ying; Qian, Zhongmin 1 2015 Forward-backward systems for expected utility maximization. Zbl 1329.60182 Horst, Ulrich; Hu, Ying; Imkeller, Peter; Réveillac, Anthony; Zhang, Jianing 23 2014 Stochastic maximum principle for optimal control of SPDEs. Zbl 1282.93274 Fuhrman, Marco; Hu, Ying; Tessitore, Gianmario 35 2013 Ergodic BSDEs driven by Markov chains. Zbl 1282.60071 Cohen, Samuel N.; Hu, Ying 13 2013 Time-inconsistent stochastic linear-quadratic control. Zbl 1251.93141 Hu, Ying; Jin, Hanqing; Zhou, Xun Yu 140 2012 Stochastic maximum principle for optimal control of SPDEs. Zbl 1256.93117 Fuhrman, Marco; Hu, Ying; Tessitore, Gianmario 17 2012 On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions. Zbl 1225.60093 Delbaen, Freddy; Hu, Ying; Richou, Adrien 51 2011 Backward SDEs with superquadratic growth. Zbl 1253.60072 Delbaen, Freddy; Hu, Ying; Bao, Xiaobo 50 2011 Optimal consumption and investment in incomplete markets with general constraints. Zbl 1237.91202 Cheridito, Patrick; Hu, Ying 25 2011 Ergodic BSDEs under weak dissipative assumptions. Zbl 1221.60080 Debussche, Arnaud; Hu, Ying; Tessitore, Gianmario 25 2011 Stochastic representation for solutions of Isaacs’ type integral-partial differential equations. Zbl 1243.91011 Buckdahn, Rainer; Hu, Ying; Li, Juan 17 2011 Some new BSDE results for an infinite-horizon stochastic control problem. Zbl 1230.91202 Hu, Ying; Schweizer, Martin 7 2011 Multi-dimensional BSDE with oblique reflection and optimal switching. Zbl 1188.60029 Hu, Ying; Tang, Shanjian 75 2010 Probabilistic interpretation of a coupled system of Hamilton-Jacobi-Bellman equations. Zbl 1239.35036 Buckdahn, Rainer; Hu, Ying 7 2010 Existence and non-uniqueness of solutions for BSDE. Zbl 1218.60046 Bao, Xiaobo; Delbaen, Freddy; Hu, Ying 2 2010 Ergodic BSDEs and optimal ergodic control in Banach spaces. Zbl 1196.60106 Fuhrman, Marco; Hu, Ying; Tessitore, Gianmario 30 2009 Quadratic BSDEs with convex generators and unbounded terminal conditions. Zbl 1141.60037 Briand, Philippe; Hu, Ying 146 2008 Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations. Zbl 1155.60018 Hu, Ying; Ma, Jin; Peng, Shige; Yao, Song 21 2008 BSDE on an infinite horizon and elliptic PDEs in infinite dimension. Zbl 1136.60038 Hu, Ying; Tessitore, Gianmario 12 2007 Stochastic control and BSDEs with quadratic growth. Zbl 1192.93128 Fuhrman, Marco; Hu, Ying; Tessitore, Gianmario 1 2007 BSDE with quadratic growth and unbounded terminal value. Zbl 1109.60052 Briand, Philippe; Hu, Ying 156 2006 On the comparison theorem for multidimensional BSDEs. Zbl 1098.60052 Hu, Ying; Peng, Shige 32 2006 Simulation of conditioned diffusion and application to parameter estimation. Zbl 1107.60046 Delyon, Bernard; Hu, Ying 31 2006 On a class of stochastic optimal control problems related to BSDEs with quadratic growth. Zbl 1125.93069 Fuhrman, Marco; Hu, Ying; Tessitore, Gianmario 12 2006 Infinite horizon BSDEs in infinite dimensions with continuous driver and applications. Zbl 1116.60032 Fuhrman, Marco; Hu, Ying 7 2006 Utility maximization in incomplete markets. Zbl 1083.60048 Hu, Ying; Imkeller, Peter; Müller, Matthias 177 2005 Constrained stochastic LQ control with random coefficients, and application to portfolio selection. Zbl 1210.93082 Hu, Ying; Zhou, Xun Yu 51 2005 On Jensen’s inequality for \(g\)-expectation and for nonlinear expectation. Zbl 1082.60051 Hu, Ying 22 2005 Partial equilibrium and market completion. Zbl 1139.91326 Hu, Ying; Imkeller, Peter; Müller, Matthias 4 2005 Nonlinear Feynman-Kac formula and discrete-functional-type BSDEs with continuous coefficients. Zbl 1084.60031 Hu, Ying; Ma, Jin 10 2004 \(L^p\) solutions of backward stochastic differential equations. Zbl 1075.65503 Briand, Ph.; Delyon, B.; Hu, Y.; Pardoux, E.; Stoica, L. 205 2003 Indefinite stochastic Riccati equations. Zbl 1039.60058 Hu, Ying; Zhou, Xun Yu 31 2003 Filtration-consistent nonlinear expectations and related \(g\)-expectations. Zbl 1007.60057 Coquet, François; Hu, Ying; Mémin, Jean; Peng, Shige 114 2002 On semi-linear degenerate backward stochastic partial differential equations. Zbl 1011.60046 Hu, Ying; Ma, Jin; Yong, Jiongmin 54 2002 On the existence and uniqueness of solutions to stochastic equations in infinite dimension with integral-Lipschitz coefficients. Zbl 1037.60060 Hu, Ying; Lerner, Nicolas 8 2002 A general converse comparison theorem for backward stochastic differential equations. Zbl 0994.60064 Coquet, François; Hu, Ying; Mémin, Jean; Peng, Shige 18 2001 A converse comparison theorem for BSDEs and related properties of \(g\)-expectation. Zbl 0966.60054 Briand, Philippe; Coquet, François; Hu, Ying; Mémin, Jean; Peng, Shige 87 2000 Forward-backward stochastic differential equations with nonsmooth coefficients. Zbl 1045.60058 Hu, Ying; Yong, Jiongmin 11 2000 On the solution of forward-backward SDEs with monotone and continuous coefficients. Zbl 0970.34056 Hu, Ying 8 2000 On the existence of solution to one-dimensional forward-backward SDEs. Zbl 0949.60070 Hu, Ying 2 2000 Probabilistic approach to homogenization of viscosity solutions of parabolic PDEs. Zbl 0953.35017 Buckdahn, Rainer; Hu, Ying; Peng, Shige 19 1999 Probabilistic approach to singular perturbations of semilinear and quasilinear parabolic PDEs. Zbl 0922.60055 Briand, Philippe; Hu, Ying 6 1999 Potential kernels associated with a filtration and forward-backward SDEs. Zbl 0929.60053 Hu, Ying 5 1999 Stability of BSDEs with random terminal time and homogenization of semilinear elliptic PDEs. Zbl 0912.60081 Briand, Philippe; Hu, Ying 41 1998 Hedging contingent claims for a large investor in an incomplete market. Zbl 0904.90009 Buckdahn, Rainer; Hu, Ying 18 1998 Probabilistic approach to homogenizations of systems of quasilinear parabolic PDEs with periodic structures. Zbl 1016.35002 Buckdahn, Rainer; Hu, Ying 17 1998 Pricing of American contingent claims with jump stock price and constrained portfolios. Zbl 0985.91026 Buckdahn, Rainer; Hu, Ying 10 1998 A stability theorem of backward stochastic differential equations and its application. Zbl 0882.60053 Hu, Ying; Peng, Shige 11 1997 Stability theorems and homogenization of nonlinear PDEs with periodic structures. Zbl 0884.60055 Hu, Ying 1 1997 Maximum principle for optimal control of stochastic system of functional type. Zbl 0863.93084 Hu, Ying; Peng, Shige 13 1996 Solution of forward-backward stochastic differential equations. Zbl 0831.60065 Hu, Ying; Peng, S. 189 1995 Probabilistic interpretation of a system of quasilinear elliptic partial differential equations under Neumann boundary conditions. Zbl 0789.60047 Hu, Ying 15 1993 A generalized Haussmann’s formula. Zbl 0771.60042 Hu, Ying 1 1993 Maximum principle for optimal control problem of nonlinear generalized systems. – Infinite dimensional case. Zbl 0761.49011 Hu, Ying; Peng, Shige; Li, Xunjing 1 1992 Adapted solution of a backward semilinear stochastic evolution equation. Zbl 0736.60051 Hu, Ying; Peng, Shige 95 1991 \(N\)-person differential games governed by semilinear stochastic evolution systems. Zbl 0753.90092 Hu, Ying 7 1991 Maximum principle for stochastic optimal impulse controls. Zbl 0770.49022 Hu, Ying; Yong, Jiongmin 2 1991 Maximum principle for semilinear stochastic evolution control systems. Zbl 0722.93080 Hu, Ying; Peng, Shige 45 1990 Maximum principle of optimal control problem for Markov process. Zbl 0723.93082 Hu, Ying 4 1990 all cited Publications top 5 cited Publications all top 5 Cited by 1,187 Authors 59 Hu, Ying 44 Fan, Shengjun 43 Wu, Zhen 35 Tang, Shanjian 34 Yong, Jiongmin 32 Jiang, Long 26 Yu, Zhiyong 23 Peng, Shige 21 Hamadene, Saïd 21 Wang, Tianxiao 20 Huang, Jianhui 20 Ji, Shaolin 19 Hu, Mingshang 18 Klimsiak, Tomasz 18 Wang, Falei 17 Li, Xun 16 Liang, Gechun 16 Qiu, Jinniao 16 Wei, Jiaqin 15 Ma, Jin 15 Ouknine, Youssef 14 Li, Juan 14 Popier, Alexandre 14 Possamaï, Dylan 14 Richou, Adrien 14 Shi, Yufeng 14 Tian, Dejian 13 Kupper, Michael 12 Jia, Guangyan 12 Nie, Tianyang 12 Pham, Huyên 12 Shen, Yang 12 Tangpi, Ludovic 12 Wei, Qingmeng 11 Bayraktar, Erhan 11 Briand, Philippe 11 Chen, Zengjing 11 Hu, Feng 11 Luo, Peng 11 Tessitore, Gianmario 11 Wong, Hoi Ying 11 Yao, Song 11 Zhang, Jianfeng 10 Bahlali, Khaled 10 Cohen, Samuel N. 10 Feng, Xinwei 10 Kharroubi, Idris 10 Xiong, Dewen 10 Zhang, Liangquan 9 Guatteri, Giuseppina 9 Kim, Mun Chŏl 9 Meng, Qingxin 9 Stadje, Mitja 9 Xu, Zuoquan 9 Zhou, Chao 8 Ankirchner, Stefan 8 dos Reis, Gonçalo 8 Du, Kai 8 Elie, Romuald 8 Elliott, Robert James 8 Essaky, El Hassan 8 Fakhouri, Imade 8 Imkeller, Peter 8 Lü, Qi 8 Masiero, Federica 8 O, Hun 8 Rascanu, Aurel 8 Ren, Yong 8 Xiong, Jie 8 Yang, Shuzhen 7 Alia, Ishak 7 Buckdahn, Rainer 7 Chassagneux, Jean-François 7 Cui, Xiangyu 7 Fuhrman, Marco 7 Horst, Ulrich 7 Jin, Zhuo 7 Li, Na 7 Lin, Yiqing 7 Maticiuc, Lucian 7 Matoussi, Anis 7 Morlais, Marie-Amelie 7 Olofsson, Marcus 7 Pardoux, Etienne 7 Pun, Chi Seng 7 Sun, Jingrui 7 Touzi, Nizar 7 Wen, Jiaqiang 7 Xiao, Lishun 7 Zeng, Yan 7 Zhao, Weidong 7 Zong, Zhaojun 6 Al-Hussein, Abdulrahman 6 Antonelli, Fabio 6 Bensoussan, Alain 6 Cheridito, Patrick 6 Delbaen, Freddy 6 Frei, Christoph 6 Huang, Yu-Jui 6 Kohlmann, Michael ...and 1,087 more Authors all top 5 Cited in 211 Serials 144 Stochastic Processes and their Applications 82 SIAM Journal on Control and Optimization 57 Journal of Mathematical Analysis and Applications 54 Applied Mathematics and Optimization 49 Statistics & Probability Letters 45 The Annals of Applied Probability 38 Stochastic Analysis and Applications 34 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 33 Stochastics 29 Mathematical Control and Related Fields 25 Stochastics and Dynamics 25 Probability, Uncertainty and Quantitative Risk 23 Mathematical Finance 23 SIAM Journal on Financial Mathematics 22 Finance and Stochastics 21 Comptes Rendus. Mathématique. Académie des Sciences, Paris 20 Systems & Control Letters 19 Automatica 18 The Annals of Probability 18 Acta Mathematicae Applicatae Sinica. English Series 18 Journal of Theoretical Probability 17 Journal of Differential Equations 17 Electronic Journal of Probability 16 Insurance Mathematics & Economics 15 Probability Theory and Related Fields 15 Mathematics and Financial Economics 15 Science China. Mathematics 14 International Journal of Theoretical and Applied Finance 13 International Journal of Control 13 Journal of Optimization Theory and Applications 13 Communications in Statistics. Theory and Methods 13 Bulletin des Sciences Mathématiques 13 Journal of Systems Science and Complexity 12 Chinese Annals of Mathematics. Series B 12 Acta Mathematica Sinica. English Series 10 Advances in Applied Probability 10 Journal of Functional Analysis 10 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 10 Potential Analysis 10 Random Operators and Stochastic Equations 10 Journal of Industrial and Management Optimization 9 Discrete and Continuous Dynamical Systems 8 Journal of Computational and Applied Mathematics 8 Abstract and Applied Analysis 8 Advances in Difference Equations 7 Mathematics of Operations Research 7 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 7 Mathematical Methods of Operations Research 6 Electronic Communications in Probability 6 Bernoulli 6 Mathematical Problems in Engineering 6 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 6 Methodology and Computing in Applied Probability 6 Decisions in Economics and Finance 5 Applied Mathematics and Computation 5 Journal of Applied Probability 5 Journal of Economic Dynamics & Control 5 Communications in Statistics. Simulation and Computation 5 Journal of Inequalities and Applications 5 Quantitative Finance 5 Dynamic Games and Applications 4 Operations Research Letters 4 Science in China. Series A 4 Journal of Applied Mathematics and Stochastic Analysis 4 European Journal of Operational Research 4 Probability in the Engineering and Informational Sciences 4 Acta Mathematica Scientia. Series B. (English Edition) 4 Numerical Algebra, Control and Optimization 3 Annali di Matematica Pura ed Applicata. Serie Quarta 3 Archiv der Mathematik 3 Optimal Control Applications & Methods 3 Optimization 3 Japan Journal of Industrial and Applied Mathematics 3 SIAM Journal on Mathematical Analysis 3 NoDEA. Nonlinear Differential Equations and Applications 3 Infinite Dimensional Analysis, Quantum Probability and Related Topics 3 The ANZIAM Journal 3 Scandinavian Actuarial Journal 3 Journal of Evolution Equations 3 Discrete and Continuous Dynamical Systems. Series B 3 Stochastic Models 3 ASTIN Bulletin 3 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 3 Frontiers of Mathematics in China 3 Asian Journal of Control 3 Afrika Matematika 3 Modern Stochastics. Theory and Applications 2 Applicable Analysis 2 Studia Mathematica 2 Mathematics of Computation 2 SIAM Journal on Numerical Analysis 2 Transactions of the American Mathematical Society 2 Bulletin of the Korean Mathematical Society 2 Applied Mathematics and Mechanics. (English Edition) 2 MCSS. Mathematics of Control, Signals, and Systems 2 Forum Mathematicum 2 Journal de Mathématiques Pures et Appliquées. Neuvième Série 2 Journal of Dynamics and Differential Equations 2 International Journal of Robust and Nonlinear Control 2 Applied Mathematics. Series B (English Edition) ...and 111 more Serials all top 5 Cited in 39 Fields 1,163 Probability theory and stochastic processes (60-XX) 493 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 493 Systems theory; control (93-XX) 326 Calculus of variations and optimal control; optimization (49-XX) 237 Partial differential equations (35-XX) 79 Numerical analysis (65-XX) 52 Ordinary differential equations (34-XX) 49 Statistics (62-XX) 43 Operations research, mathematical programming (90-XX) 19 Operator theory (47-XX) 17 Integral equations (45-XX) 13 Dynamical systems and ergodic theory (37-XX) 10 Difference and functional equations (39-XX) 10 Functional analysis (46-XX) 9 Measure and integration (28-XX) 9 Biology and other natural sciences (92-XX) 7 Real functions (26-XX) 7 Global analysis, analysis on manifolds (58-XX) 6 Mechanics of particles and systems (70-XX) 6 Fluid mechanics (76-XX) 4 Potential theory (31-XX) 4 Statistical mechanics, structure of matter (82-XX) 3 Differential geometry (53-XX) 2 Mathematical logic and foundations (03-XX) 2 Computer science (68-XX) 2 Classical thermodynamics, heat transfer (80-XX) 1 General and overarching topics; collections (00-XX) 1 History and biography (01-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Commutative algebra (13-XX) 1 Algebraic geometry (14-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Topological groups, Lie groups (22-XX) 1 Approximations and expansions (41-XX) 1 General topology (54-XX) 1 Algebraic topology (55-XX) 1 Mechanics of deformable solids (74-XX) 1 Optics, electromagnetic theory (78-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year