Mingshang Hu

Identifiers

• name variant Mingshang Hu 0.60 · backfill

Papers (28)

1. Probabilistic approximation of fully nonlinear second-order PIDEs with convergence rates for the universal robust limit theorem math.PR · 2025 · author #2
2. Linear quadratic problems for fully coupled forward-backward stochastic control systems math.OC · 2019 · author #1
3. A note on the global stochastic maximum principle for fully coupled forward-backward stochastic systems math.OC · 2018 · author #1
4. The existence and uniqueness of viscosity solution to a kind of Hamilton-Jacobi-Bellman equations math.OC · 2018 · author #1
5. Stochastic maximum principle, dynamic programming principle, and their relationship for fully coupled forward-backward stochastic control systems math.OC · 2018 · author #1
6. A global stochastic maximum principle for fully coupled forward-backward stochastic systems math.OC · 2018 · author #1
7. On the strong Markov property for stochastic differential equations driven by $G$-Brownian motion math.PR · 2017 · author #1
8. Stochastic optimal control problem with infinite horizon driven by G-Brownian motion math.PR · 2016 · author #1
9. Stein Type Characterization for $G$-normal Distributions math.PR · 2016 · author #1
10. Product space for two processes with independent increments under nonlinear expectations math.PR · 2016 · author #2
11. Stochastic maximum principle for stochastic recursive optimal control problem under volatility ambiguity math.OC · 2015 · author #1
12. Direct Method on Stochastic Maximum Principle for Optimization with Recursive Utilities math.OC · 2015 · author #1
13. Dynamic Programming Principle for Stochastic Recursive Optimal Control Problem under G-framework math.OC · 2014 · author #1
14. Quasi-continuous random variables and processes under the G-expectation framework math.PR · 2014 · author #1
15. Invariant and ergodic measures for G-diffusion processes math.PR · 2014 · author #1
16. Ergodic BSDEs driven by G-Brownian motion and their applications math.PR · 2014 · author #1
17. Extended Conditional G-Expectations and Related Stopping Times math.PR · 2013 · author #1
18. Representation theorem for generators of BSDEs driven by G-Brownian motion and its applications math.PR · 2013 · author #2
19. A stochastic recursive optimal control problem under the G-expectation framework math.OC · 2013 · author #1
20. A note on pricing of contingent claims under G-expectation math.PR · 2013 · author #1
21. Comparison Theorem, Feynman-Kac Formula and Girsanov Transformation for BSDEs Driven by G-Brownian Motion math.PR · 2012 · author #1
22. Backward Stochastic Differential Equations Driven by G-Brownian Motion math.PR · 2012 · author #1
23. The Independence under Sublinear Expectations math.PR · 2011 · author #1
24. G-L\'{e}vy Processes under Sublinear Expectations math.PR · 2009 · author #1
25. Choquet expectations and g-expectations with multi-dimensional Brownian motion math.PR · 2009 · author #1
26. Explicit solutions of G-heat equation with a class of initial conditions by G-Brownian motion math.PR · 2009 · author #1
27. On the Representation Theorem of G-Expectations and Paths of G--Brownian Motion math.PR · 2009 · author #1
28. Function spaces and capacity related to a Sublinear Expectation: application to G-Brownian Motion Pathes math.PR · 2008 · author #2

Mentions

• 1508.07693 #1 · backfill · confidence 0.70 Mingshang Hu
• 1507.03567 #1 · backfill · confidence 0.70 Mingshang Hu
• 1410.3538 #1 · backfill · confidence 0.70 Mingshang Hu
• 1410.3207 #1 · backfill · confidence 0.70 Mingshang Hu
• 1409.3430 #1 · backfill · confidence 0.70 Mingshang Hu
• 1407.6210 #1 · backfill · confidence 0.70 Mingshang Hu
• 1309.3829 #1 · backfill · confidence 0.70 Mingshang Hu
• 1306.1929 #2 · backfill · confidence 0.70 Mingshang Hu
• 1306.1312 #1 · backfill · confidence 0.70 Mingshang Hu
• 1303.4274 #1 · backfill · confidence 0.70 Mingshang Hu
• 1212.5403 #1 · backfill · confidence 0.70 Mingshang Hu
• 1206.5889 #1 · backfill · confidence 0.70 Mingshang Hu
• 1107.0361 #1 · backfill · confidence 0.70 Mingshang Hu
• 0911.3533 #1 · backfill · confidence 0.70 Mingshang Hu
• 0910.2519 #1 · backfill · confidence 0.70 Mingshang Hu
• 0907.2748 #1 · backfill · confidence 0.70 Mingshang Hu
• 0904.4519 #1 · backfill · confidence 0.70 Mingshang Hu
• 0802.1240 #2 · backfill · confidence 0.70 Mingshang Hu

Frequent Coauthors

• Shaolin Ji 11 shared papers
• Shige Peng 7 shared papers
• Xiaole Xue 5 shared papers
• Falei Wang 4 shared papers
• Yongsheng Song 3 shared papers
• Guomin Liu 2 shared papers
• Guoqiang Zheng 2 shared papers
• Xiaojun Ji 2 shared papers
• Gechun Liang 1 shared papers
• Hanwu Li 1 shared papers
• Kun Heand 1 shared papers
• Laurent Denis 1 shared papers
• Lianzi Jiang 1 shared papers
• Qiang Gao 1 shared papers
• Shuzhen Yang 1 shared papers