Ying Hu
Finance · with Briand · 2000–2016
A researcher in the Science corpus: 15 papers; trusts 22 researchers and is trusted by 51 researchers here, as inferred from the citation graph.
Subfields
- Finance — 54 citations into it; #773 of 10,518 by trust here, #775 by citations
- Economics and Econometrics — 18 citations into it; #11,204 of 23,481 by trust here, #8,289 by citations
- Computational Theory and Mathematics — 13 citations into it; #2,634 of 12,182 by trust here, #3,448 by citations
- Applied Mathematics — 11 citations into it; #1,093 of 7,620 by trust here, #699 by citations
- Control and Systems Engineering — 11 citations into it; #4,791 of 8,257 by trust here, #6,417 by citations
- Management Science and Operations Research — 10 citations into it; #1,814 of 11,946 by trust here, #1,411 by citations
- Mathematical Physics — 6 citations into it; #3,354 of 8,562 by trust here, #1,610 by citations
- Modeling and Simulation — 6 citations into it
Whom Ying Hu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- M. Kobylanski
- P. Briand
- Shige Peng
- R. Rouge
- Freddy Delbaen
- Revaz Tevzadze
- Rainer Buckdahn
- François Delarue
- Marco Fuhrman
- Walter Schachermayer
Who trusts Ying Hu overall
- P. Briand
- Shige Peng
- Adrien Richou
- Freddy Delbaen
- Huyen Pham
- Said Hamadène
- Marie-Amélie Morlais
- Jean-François Chassagneux
- Romuald Elie
- Patrick Cheridito
Papers from Ying Hu's perspective
Ordered by how strongly the researchers Ying Hu trusts endorse each paper. Same corpus, a different order for every researcher.
- Backward stochastic differential equations and partial differential equations with quadratic growth
- Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation
- G -Expectation, G -Brownian Motion and Related Stochastic Calculus of Itô Type
- BSDE with quadratic growth and unbounded terminal value
- Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control
- Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths
- Stochastic equations in infinite dimensions
- Solvability of backward stochastic differential equations with quadratic growth
- Infinite horizon backward stochastic differential equations and elliptic equations in Hilbert spaces
- On representation theorem of G-expectations and paths of G-Brownian motion
Their papers
- Utility maximization in incomplete markets (2005) — 479 citations
- Filtration-consistent nonlinear expectations and related g-expectations (2002) — 276 citations
- BSDE with quadratic growth and unbounded terminal value (2005) — 380 citations
- Optimal consumption and investment in incomplete markets with general constraints (2010) — 46 citations
- Multi-dimensional BSDE with oblique reflection and optimal switching (2007) — 162 citations
- Simulation of conditioned diffusion and application to parameter estimation (2006) — 125 citations
- BSDEs with mean reflection (2016) — 56 citations
- Multi-Dimensional Backward Stochastic Differential Equations of Diagonally Quadratic generators (2014) — 136 citations
- Forward-backward systems for expected utility maximization (2011) — 72 citations
- Ergodic BSDEs under weak dissipative assumptions (2010) — 74 citations
- On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions (2009) — 110 citations
- Quadratic BSDEs with convex generators and unbounded terminal conditions (2007) — 357 citations
- On the comparison theorem for multidimensional BSDEs (2006) — 85 citations
- Lp solutions of backward stochastic differential equations (2003) — 350 citations
- A Converse Comparison Theorem for BSDEs and Related Properties of g-Expectation (2000) — 172 citations