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Ying Hu

Researcher at University of Rennes

Publications -  338
Citations -  12177

Ying Hu is an academic researcher from University of Rennes. The author has contributed to research in topics: Stochastic differential equation & Uniqueness. The author has an hindex of 53, co-authored 279 publications receiving 9847 citations. Previous affiliations of Ying Hu include Hefei University of Technology & Claude Bernard University Lyon 1.

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Utility maximization in incomplete markets

TL;DR: In this article, the authors consider the problem of utility maximization for small traders on incomplete flnancial markets, and show that the optimal trading strategy for a small traders underly constraints described by closed, but not necessarily convex, sets is optimal.
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Single-layer single-crystalline SnSe nanosheets.

TL;DR: Band gap determination and optoelectronic test based on hybrid films of SnSe and poly(3-hexylthiophene) indicate the great potential of the ultrathin SnSe nanosheets in photodector and photovoltaic, and so forth.
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Solution of forward-backward stochastic differential equations

TL;DR: In this paper, the existence and uniqueness of the solution to forward-backward stochastic differential equations without the nondegeneracy condition for the forward equation was studied under a certain "monotonicity" condition.
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Lp solutions of backward stochastic differential equations

TL;DR: In this article, a priori estimates and prove existence and uniqueness of solutions in L p p > 1, extending the results of El Karoui et al. to the case where the monotonicity conditions of Pardoux (Nonlinear Analysis; Differential Equations and Control (Montreal, QC, 1998), Kluwer Academic Publishers, Dordrecht, pp. 503-549) are satisfied.
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BSDE with quadratic growth and unbounded terminal value

TL;DR: In this article, the existence of a solution to BSDE with quadratic growth and unbounded terminal value is studied, and the main idea consists in using a localization procedure together with a priori bounds.