Mingyu Xu

Finance · with Peng · 2005–2010

A researcher in the Science corpus: 3 papers; trusts 2 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 16 citations into it; #9,057 of 10,518 by trust here, #9,371 by citations
• Management Science and Operations Research — 9 citations into it
• Demography — 8 citations into it; #3,938 of 4,236 by trust here, #3,993 by citations

Whom Mingyu Xu trusts overall

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

1. Shige Peng
2. Said Hamadène

Who trusts Mingyu Xu overall

1. Tomasz Klimsiak
2. Said Hamadène
3. St'ephane Cr'epey
4. Jianfeng Zhang

Papers from Mingyu Xu's perspective

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

1. Reflected BSDEs and mixed game problem
2. Convex measures of risk and trading constraints (Finance and Stochastics)
3. BSDEs with polynomial growth generators
4. Reflected BSDE's with discontinuous barrier and application
5. Dynamically Consistent Nonlinear Evaluations and Expectations
6. Lp solutions of backward stochastic differential equations
7. Risk-sensitive portfolio optimization on infinite time horizon
8. Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation
9. G -Expectation, G -Brownian Motion and Related Stochastic Calculus of Itô Type
10. Risk‐Sensitive Control and an Optimal Investment Model

Their papers

• Reflected BSDE with a constraint and its applications in an incomplete market (2010) — 48 citations
• The smallest g-supermartingale and reflected BSDE with single and double L2 obstacles (2005) — 140 citations
• Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions (2005) — 72 citations