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Publications by Mingshang Hu

Representation Theorem for Generators of BSDEs Driven by -Brownian Motion and Its Applications

Abstract and Applied Analysis

Applied Mathematics

English

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Harnack Inequality and Applications for Stochastic Retarded Differential Equations Driven by Fractional Brownian Motion

Journal of Partial Differential Equations

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Donsker-Type Theorem for BSDEs

Electronic Communications in Probability

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Convergence of Delay Differential Equations Driven by Fractional Brownian Motion

Journal of Evolution Equations

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Option Pricing for Processes Driven by Mixed Fractional Brownian Motion With Superimposed Jumps

Probability in the Engineering and Informational Sciences

Manufacturing Engineering

Management Science

Operations Research

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Parametric Estimation for Linear Stochastic Delay Differential Equations Driven by Fractional Brownian Motion

Random Operators and Stochastic Equations

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Asymptotic Error Distributions of the Crank–Nicholson Scheme for SDEs Driven by Fractional Brownian Motion

Journal of Theoretical Probability

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On Boundedness and Convergence of Solutions for Neutral Stochastic Functional Differential Equations Driven by G-Brownian Motion

Advances in Difference Equations

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Weighted Local Time for Fractional Brownian Motion and Applications to Finance

Stochastic Analysis and Applications

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Stochastic Averaging Principle for Differential Equations With Non-Lipschitz Coefficients Driven by Fractional Brownian Motion

Stochastics and Dynamics

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