Mingshang Hu

Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths

Laurent Denis, Mingshang Hu, Shigē Péng · Potential Analysis · 2010 · 590 citations

Engineering, Mathematics, Probability Theory +12

On representation theorem of G-expectations and paths of G-Brownian motion

Mingshang Hu, Shigē Péng · Acta Mathematicae Applicatae Sinica English Series · 2009 · 190 citations

Engineering, Mathematics, Probability Theory +13

Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs driven by<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" display="inline" overflow="scroll"><mml:mi>G</mml:mi></mml:math>-Brownian motion

Mingshang Hu, Shaolin Ji, Shigē Péng et al. · Stochastic Processes and their Applications · 2013 · 161 citations

Engineering, Mathematics, Probability Theory +11

Backward stochastic differential equations driven by<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" display="inline" overflow="scroll"><mml:mi>G</mml:mi></mml:math>-Brownian motion

Mingshang Hu, Shaolin Ji, Shigē Péng et al. · Stochastic Processes and their Applications · 2013 · 150 citations

Engineering, Mathematics, Differential Equations +10

Stochastic global maximum principle for optimization with recursive utilities

Mingshang Hu · Probability Uncertainty and Quantitative Risk · 2017 · 81 citations · Full text

Natural Sciences, Mathematics, Optimization +14