Hu, Ying; Liang, Gechun; Tang, Shanjian Systems of ergodic BSDEs arising in regime switching forward performance processes. (English) Zbl 1461.60057 SIAM J. Control Optim. 58, No. 4, 2503-2534 (2020). MSC: 60H30 91G10 93E20 PDFBibTeX XMLCite \textit{Y. Hu} et al., SIAM J. Control Optim. 58, No. 4, 2503--2534 (2020; Zbl 1461.60057) Full Text: DOI arXiv
Hu, Ying; Lemonnier, Florian Ergodic BSDE with unbounded and multiplicative underlying diffusion and application to large time behaviour of viscosity solution of HJB equation. (English) Zbl 1422.35187 Stochastic Processes Appl. 129, No. 10, 4009-4050 (2019). MSC: 35R60 60H10 35B40 93E20 PDFBibTeX XMLCite \textit{Y. Hu} and \textit{F. Lemonnier}, Stochastic Processes Appl. 129, No. 10, 4009--4050 (2019; Zbl 1422.35187) Full Text: DOI arXiv
Hu, Ying; Madec, Pierre-Yves A probabilistic approach to large time behaviour of viscosity solutions of parabolic equations with Neumann boundary conditions. (English) Zbl 1366.35090 Appl. Math. Optim. 74, No. 2, 345-374 (2016). MSC: 35K58 35B40 35K10 60H30 93E20 35D40 PDFBibTeX XMLCite \textit{Y. Hu} and \textit{P.-Y. Madec}, Appl. Math. Optim. 74, No. 2, 345--374 (2016; Zbl 1366.35090) Full Text: DOI arXiv
Hu, Ying; Madec, Pierre-Yves; Richou, Adrien A probabilistic approach to large time behavior of mild solutions of HJB equations in infinite dimension. (English) Zbl 1382.35346 SIAM J. Control Optim. 53, No. 1, 378-398 (2015). MSC: 35R60 35R15 35B40 60H30 93E20 PDFBibTeX XMLCite \textit{Y. Hu} et al., SIAM J. Control Optim. 53, No. 1, 378--398 (2015; Zbl 1382.35346) Full Text: DOI HAL