Publications (64)
Fluctuations of pion flow harmonics and HBT correlation functions in ultrarelativistic heavy ion collisions
Ying Hu, Wei-Ning Zhang, Yan-Yu Ren
Representation Theorems for Quadratic ${\cal F}$-Consistent Nonlinear Expectations
Ying Hu, Jin Ma, Shige Peng +1
Optimal consumption and investment in incomplete markets with general constraints
Patrick Cheridito, Ying Hu
Quadratic BSDEs with mean reflection
Hélène Hibon, Ying Hu, Yiqing Lin +2
Visualization of Dimensional Effects in Collective Excitations of Optically Trapped Quasi-Two-Dimensional Bose Gases
Ying Hu, Zhaoxin Liang
Stochastic maximum principle for optimal control of SPDEs
Marco Fuhrman, Ying Hu, Gianmario Tessitore
On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case
Freddy Delbaen, Ying Hu, Adrien Richou
Multi-dimensional BSDE with Oblique Reflection and Optimal Switching
Ying Hu, Shanjian Tang
Stochastic partial differential equations driven by space-time fractional noises
Ying Hu, Yiming Jiang, Zhongmin Qian
Existence of solution to scalar BSDEs with weakly $L^{1+}$-integrable terminal values
Ying Hu, Shanjian Tang
Collective excitations of a trapped Bose-Einstein condensate in the presence of weak disorder and a two-dimensional optical lattice
Ying Hu, Zhaoxin Liang, Bambi Hu
A probabilistic approach to large time behaviour of mild solutions of Hamilton-Jacobi-Bellman equations in infinite dimension
Ying Hu, Pierre-Yves Madec, Adrien Richou
Dynamical Buildup of a Quantized Hall Response from Non-Topological States
Ying Hu, Peter Zoller, Jan Carl Budich
Utility maximization in incomplete markets
Ying Hu, Peter Imkeller, Matthias Muller
Time-Inconsistent Stochastic Linear--Quadratic Control
Ying Hu, Hanqing Jin, Xun Yu Zhou
On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions
Freddy Delbaen, Ying Hu, Adrien Richou
Multi-Dimensional Backward Stochastic Differential Equations of Diagonally Quadratic generators
Ying Hu, Shanjian Tang
BSDE with quadratic growth and unbounded terminal value
Philippe Briand, Ying Hu
Scheme to Equilibrate the Quantized Hall Response of Topological Systems from Coherent Dynamics
Yong Xu, Ying Hu
Linear-Quadratic-Gaussian Mixed Mean-field Games with Heterogeneous Input Constraints
Ying Hu, Jianhui Huang, Tianyang Nie
Quadratic BSDEs with convex generators and unbounded terminal conditions
Philippe Briand, Ying Hu
Stochastic Maximum Principle for Optimal Control ofPartial Differential Equations Driven by White Noise
Marco Fuhrman, Ying Hu, Gianmario Tessitore
Forward and Backward Stochastic Differential Equations with normal constraint in law
Philippe Briand, Pierre Cardaliaguet, Paul-Ãric Chaudru de Raynal +1
Left-orderability and cyclic branched coverings
Ying Hu
Ergodic BSDEs under weak dissipative assumptions
Arnaud Debussche, Ying Hu, Gianmario Tessitore
Taut foliations in branched cyclic covers and left-orderable groups
Steven Boyer, Ying Hu
Time-Inconsistent Stochastic Linear--Quadratic Control: Characterization and Uniqueness of Equilibrium
Ying Hu, Hanqing Jin, Xun Yu Zhou
Helical Floquet Channels in 1D Lattices
Jan Carl Budich, Ying Hu, Peter Zoller
Equilibrium for Time-Inconsistent Stochastic Linear--Quadratic Control under Constraint
Ying Hu, Jianhui Huang, Xun Li
Loop Corrections and Naturalness in a Chiral Effective Field Theory
Jeff McIntire, Ying Hu, Brian D. Serot
Wong-Zakai Approximations of Backward Doubly Stochastic Doubly Backward Differential Equations
Ying Hu, Anis Matoussi, Tusheng Zhang
On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions
Shengjun Fan, Ying Hu, Shanjian Tang
Nonlinear Backward Stochastic Evolutionary Equations Driven by a Space-Time White Noise
Ying Hu, Shanjian Tang
Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces
Marco Fuhrman, Ying Hu, Gianmario Tessitore
Effects of disorder on quantum fluctuations and superfluid density of a Bose-Einstein condensate in a two-dimensional optical lattice
Ying Hu, Zhaoxin Liang, Bambi Hu
Two-loop Corrections for Nuclear Matter in a Covariant Effective Field Theory
Ying Hu, Jeff McIntire, Brian D. Serot
Spinor polariton condensates under nonresonant pumping: Steady states and elementary excitations
Xingran Xu, Ying Hu, Zhidong Zhang +1
Quench Dynamics of Three-Dimensional Disordered Bose Gases: Condensation, Superfluidity and Fingerprint of Dynamical Bose Glass
Lei Chen, Zhaoxin Liang, Ying Hu +1
Majoranas in Noisy Kitaev Wires
Ying Hu, Zi Cai, Mikhail A. Baranov +1
Optically trapped quasi-two-dimensional Bose gases in random environment: quantum fluctuations and superfluid density
Kezhao Zhou, Ying Hu, Zhaoxin Liang +1
Ergodic BSDE with an unbounded and multiplicative underlying diffusion and application to large time behavior of viscosity solution of HJB equation
Ying Hu, Florian Lemonnier
Simulation of conditioned diffusions
Bernard Delyon, Ying Hu
Stochastic LQ and Associated Riccati equation of PDEs Driven by State-and Control-Dependent White Noise
Ying Hu, Shanjian Tang
Mean-field type Quadratic BSDEs
Hélène Hibon, Ying Hu, Shanjian Tang
Probing the Flat Band of Optically-Trapped Spin-Orbital Coupled Bose Gases Using Bragg Spectroscopy
Wu Li, Lei Chen, Zhu Chen +3
A probabilistic approach to large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions
Ying Hu, Pierre-Yves Madec
Gradient estimates for porous medium and fast diffusion equations by martingale method
Ying Hu, Zhongmin Qian, Zichen Zhang
Effects of Gapless Bosonic Fluctuations on Majorana Fermions in Atomic Wire Coupled to a Molecular Reservoir
Ying Hu, Mikhail A. Baranov
Mandarin tone modeling using recurrent neural networks
Hao Huang, Ying Hu, Haihua Xu
Backward SDEs with superquadratic growth
Freddy Delbaen, Ying Hu, Xiaobo Bao
Integral-Partial Differential Equations of Isaacs' Type Related to Stochastic Differential Games with Jumps
Rainer Buckdahn, Ying Hu, Juan Li
BSDE formulation of combined regular and singular stochastic control problems
Bruno Bouchard, Patrick Cheridito, Ying Hu
Linear Quadratic Mean Field Game with Control Input Constraint
Ying Hu, Huang Jianhui, Xun Li
Switching Game of Backward Stochastic Differential Equations and Associated System of Obliquely Reflected Backward Stochastic Differential Equations
Ying Hu, Shanjian Tang
An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior
Wing Fung Chong, Ying Hu, Gechun Liang +1
Quadratic backward stochastic differential equations driven by $G$-Brownian motion: discrete solutions and approximation
Ying Hu, Yiqing Lin, Abdoulaye Soumana Hima
Ergodic BSDEs driven by Markov Chains
Samuel N. Cohen, Ying Hu
Dissipative Magnetic Polariton Soliton
Chunyu Jia, Rukuan Wu, Ying Hu +2
Existence and uniqueness of solution to scalar BSDEs with $L\exp\left(μ\sqrt{2\log(1+L)}\right)$-integrable terminal values: the critical case
Shengjun Fan, Ying Hu
Some Estimates for Martingale Representation under G-Expectation
Ying Hu, Shige Peng
Mixed Deterministic and Random Optimal Control of Linear Stochastic Systems with Quadratic Costs
Ying Hu, Shanjian Tang
BMO Martingales and Positive Solutions of Heat Equations
Ying Hu, Zhongmin Qian
Uniqueness of solution to scalar BSDEs with $L\exp{\left(μ\sqrt{2\log{(1+L)}}\,\right)}$-integrable terminal values
Rainer Buckdahn, Ying Hu, Shanjian Tang
Forward-backward systems for expected utility maximization
Ulrich Horst, Ying Hu, Peter Imkeller +2