On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions

Shengjun Fan; Ying Hu; Shanjian Tang

Comptes Rendus. Mathématique, Volume 358 (2020) no. 2 p. 227-235

Stochastic maximum principle for optimal control of SPDEs

Marco Fuhrman; Ying Hu; Gianmario Tessitore

Comptes Rendus. Mathématique, Volume 350 (2012) no. 13 p. 683-688

On the comparison theorem for multidimensional BSDEs

Ying Hu; Shige Peng

Comptes Rendus. Mathématique, Volume 343 (2006) no. 2 p. 135-140