Mingshang Hu

Finance · 2008–2017

A researcher in the Science corpus: 8 papers; trusts 19 researchers and is trusted by 23 researchers here, as inferred from the citation graph.

Subfields

• Finance — 87 citations into it; #1,537 of 10,518 by trust here, #1,800 by citations
• Management Science and Operations Research — 56 citations into it; #1,591 of 11,946 by trust here, #1,654 by citations
• Economics and Econometrics — 30 citations into it
• Demography — 14 citations into it; #702 of 4,236 by trust here, #725 by citations
• Mathematical Physics — 13 citations into it
• Modeling and Simulation — 10 citations into it
• Statistical and Nonlinear Physics — 10 citations into it
• Statistics and Probability — 8 citations into it

Whom Mingshang Hu trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Shige Peng
2. Yongsheng Song
3. Laurent Denis
4. Xinpeng Li
5. Guy Barles
6. Zengjing Chen
7. Nicole El Karoui
8. Claude Martini
9. C. Imbert
10. Freddy Delbaen

Who trusts Mingshang Hu overall

1. Shige Peng
2. Yongsheng Song
3. Falei Wang
4. Li-Xin Zhang
5. Yong Ren
6. Joerg Vorbrink
7. Guoqiang Zheng
8. Shaolin Ji
9. Xue-peng Bai
10. P. Briand

Papers from Mingshang Hu's perspective

Ordered by how strongly the researchers Mingshang Hu trusts endorse each paper. Same corpus, a different order for every researcher.

1. G -Expectation, G -Brownian Motion and Related Stochastic Calculus of Itô Type
2. Ambiguity, risk, and asset returns in continuous time
3. A THEORETICAL FRAMEWORK FOR THE PRICING OF CONTINGENT CLAIMS IN THE PRESENCE OF MODEL UNCERTAINTY
4. On viscosity solutions of path dependent PDEs
5. Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation
6. A complete representation theorem for G-martingales
7. Filtration Consistent Nonlinear Expectations and Evaluations of Contingent Claims
8. Second-order elliptic integro-differential equations: viscosity solutions' theory revisited
9. Some properties on G-evaluation and its applications to G-martingale decomposition
10. A New Central Limit Theorem under Sublinear Expectations

Their papers

• Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths (2008) — 654 citations
• On representation theorem of G-expectations and paths of G-Brownian motion (2009) — 192 citations
• Comparison Theorem, Feynman-Kac Formula and Girsanov Transformation for BSDEs Driven by G-Brownian Motion (2012) — 174 citations
• Stochastic global maximum principle for optimization with recursive utilities (2017) — 91 citations
• Dynamic programming principle for stochastic recursive optimal control problem driven by a G-Brownian motion (2017) — 47 citations
• Quasi-continuous random variables and processes under the G-expectation framework (2014) — 76 citations
• Backward stochastic differential equations driven by G-Brownian motion (2012) — 186 citations
• G-Lévy processes under sublinear expectations (2009) — 53 citations