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	1 2	Pertinence Auteur A→Z Auteur Z→A Titre A→Z Titre Z→A Date de publication croissante Date de publication décroissante Date de dépôt croissante Date de dépôt décroissante 30 résultats par page 50 résultats par page 100 résultats par page Pour les 48 documents Exporter XML-TEI BibTeX EndNote CSV PDF Export avancé... Syndication RSS ATOM
	hal-00391112v1 Article dans une revue Freddy Delbaen, Ying Hu, Adrien Richou. On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institute Henri Poincaré, 2011, 47 (2), pp.559-574. <10.1214/10-AIHP372>
	hal-00802330v2 Article dans une revue Freddy Delbaen, Ying Hu, Adrien Richou. On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case Discrete and Continuous Dynamical Systems - Series A, American Institute of Mathematical Sciences, 2015, 35 (11), pp.5273-5283. <10.3934/dcds.2015.35.5273>
	hal-00287645v2 Article dans une revue Ying Hu, Shanjian Tang. Switching Game of Backward Stochastic Differential Equations and Associated System of Obliquely Reflected Backward Stochastic Differential Equations Discrete and Continuous Dynamical Systems - Series A, American Institute of Mathematical Sciences, 2015, 35 (11), pp.5447-5465. <10.3934/dcds.2015.35.5447>
	hal-01496574v1 Pré-publication, Document de travail Ying Hu, Jianhui Huang, Xun Li. Equilibrium for Time-Inconsistent Stochastic Linear–Quadratic Control under Constraint 2017-31. 2017
	hal-00472146v1 Article dans une revue Arnaud Debussche, Ying Hu, Gianmario Tessitore. Ergodic BSDEs under weak dissipative assumptions Stochastic Processes and their Applications, Elsevier, 2011, 121 (3), pp.407-426. <10.1016/j.spa.2010.11.009>
	hal-00019329v1 Pré-publication, Document de travail Bernard Delyon, Ying Hu. Simulation of conditioned diffusions 2006
	hal-01064475v2 Pré-publication, Document de travail Marco Fuhrman, Ying Hu, Gianmario Tessitore. Stochastic Maximum Principle for Optimal Control of Partial Differential Equations Driven by White Noise 2017
	hal-01507371v2 Pré-publication, Document de travail Ying Hu, Shanjian Tang. Existence of solution to scalar BSDEs with weakly $L^{1+}$-integrable terminal values 2017
	hal-01512453v1 Pré-publication, Document de travail Hélène Hibon, Ying Hu, Shanjian Tang. Mean-field type Quadratic BSDEs 2017
	hal-00141537v1 Article dans une revue Ying Hu, Jin Ma, Shige Peng, Song Yao. Representation Theorems for Quadratic ${\cal F}$-Consistent Nonlinear Expectations Stochastic Processes and their Applications, Elsevier, 2008, 118 (9), pp.1518-1551. <10.1016/j.spa.2007.10.002>
	hal-01064283v1 Pré-publication, Document de travail Ying Hu, Yiming Jiang, Zhongmin Qian. Stochastic partial differential equations driven by space-time fractional noises 2014
	hal-00705097v2 Pré-publication, Document de travail Ying Hu, Zhongmin Qian, Zichen Zhang. Gradient estimates for porous medium and fast diffusion equations by martingale method 2012-51. 2015
	hal-01318649v1 Pré-publication, Document de travail Philippe Briand, Romuald Elie, Ying Hu. BSDEs with mean reflection 2016-56. 2016
	hal-01535660v1 Pré-publication, Document de travail Hélène Hibon, Ying Hu, Yiqing Lin, Peng Luo, Falei Wang. Quadratic BSDEs with mean reflection 2017-60. 2017
	hal-00725270v1 Article dans une revue Ying Hu. On Jensen's inequality for g-expectation and for nonlinear expectation Arkiv der Mathematik, 2005, 85 (6), pp.572-580. <10.1007/s00013-005-1440-9>
	hal-00368765v1 Article dans une revue Ying Hu, Gianmario Tessitore. BSDE on an infinite horizon and elliptic PDEs in infinite dimension NoDEA Nonlinear Differential Equations and Applications, 2007, 14 (5-6), pp.825-846. <10.1007/s00030-007-6029-5>
	hal-01058817v1 Article dans une revue Ying Hu, Shanjian Tang. Multi-Dimensional Backward Stochastic Differential Equations of Diagonally Quadratic generators Stochastic Processes and their Applications, Elsevier, 2016, 126 (4), pp.1066-1086. <10.1016/j.spa.2015.10.011>
	hal-00522563v2 Article dans une revue Patrick Cheridito, Ying Hu. Optimal consumption and investment in incomplete markets with general constraints Stochastics and Dynamics, World Scientific Publishing, 2011, 11 (2-3), pp.283-299. <10.1142/S0219493711003280>
	hal-01058778v1 Article dans une revue Ying Hu, Anis Matoussi, Tusheng Zhang. Wong-Zakai Approximations of Backward Doubly Stochastic Doubly Backward Differential Equations Stochastic Processes and their Applications, Elsevier, 2015, 125 (12), pp.4375-4404. <10.1016/j.spa.2015.07.003>
	hal-01299263v1 Pré-publication, Document de travail Ying Hu, Yiqing Lin, Abdoulaye Soumana Hima. Quadratic backward stochastic differential equations driven by $G$-Brownian motion: discrete solutions and approximation 2016
	hal-00631727v1 Article dans une revue Ulrich Horst, Ying Hu, Peter Imkeller, Anthony Reveillac, Jianing Zhang. Forward-backward systems for expected utility maximization Stochastic Processes and their Applications, Elsevier, 2014, 124 (5), pp.1813-1848. <10.1016/j.spa.2014.01.004>
	hal-00772808v1 Article dans une revue Ying Hu. Noncommutative extrapolation theorems and applications Illinois Journal of Mathematics, 2009, 53 (2), pp.463-482
	hal-01258853v1 Pré-publication, Document de travail Ying Hu, Shige Peng. Some Estimates for Martingale Representation under G-Expectation 16 pages. 2010
	hal-00368114v1 Chapitre d'ouvrage Marco Fuhrman, Ying Hu, Gianmario Tessitore. Stochastic control and BSDEs with quadratic growth Shanjian Tang, Jiongmin Yong. Control theory and related topics, World Scientific Publishing Co, pp.80-86, 2007
	hal-01105071v1 Chapitre d'ouvrage Ying Hu. Stochastic Maximum Principle John Baillieul, Tariq Samad. Encyclopedia of Systems and Control, XXIV, Springer, pp.1347-1350, 2015, 978-1-4471-5057-2. <10.1007/978-1-4471-5102-9_229-1>
	hal-01383611v1 Pré-publication, Document de travail Ying Hu, Huang Jianhui, Xun Li. Linear Quadratic Mean Field Game with Control Input Constraint 2016
	hal-01467478v1 Communication dans un congrès Ying Hu, Shanjian Tang. Non-zero sum quadratic differential game of BSDEs and multi-dimensional diagonally quadratic BSDE Andrew Teel. 10th IFAC Symposium on Nonlinear Control Systems NOLCOS 2016, Aug 2016, Monterey, United States. Elsevier, IFAC-PapersOnline, 49 (18), pp.308-309, 2016, <10.1016/j.ifacol.2016.10.182>
	hal-00364758v1 Article dans une revue Marco Fuhrman, Ying Hu. Backward stochastic differential equations in infinite dimensions with continuous driver and applications Applied Mathematics and Optimization, Springer Verlag (Germany), 2007, 56 (2), pp.265-302. <10.1007/s00245-007-0897-2>
	hal-00783615v1 Article dans une revue Marco Fuhrman, Ying Hu, Gianmario Tessitore. Stochastic maximum principle for optimal control of SPDEs Applied Mathematics and Optimization, Springer Verlag (Germany), 2013, 68 (2), pp.181-217. <10.1007/s00245-013-9203-7>
	hal-01135840v3 Article dans une revue Ying Hu, Pierre-Yves Madec. A probabilistic approach to large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions Applied Mathematics and Optimization, Springer Verlag (Germany), 2016, 74 (2), pp.345-374. <10.1007/s00245-015-9318-0>
	1 2	Pertinence Auteur A→Z Auteur Z→A Titre A→Z Titre Z→A Date de publication croissante Date de publication décroissante Date de dépôt croissante Date de dépôt décroissante 30 résultats par page 50 résultats par page 100 résultats par page Pour les 48 documents Exporter XML-TEI BibTeX EndNote CSV PDF Export avancé... Syndication RSS ATOM

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