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Author

Ying Hu

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Preprint Oct 2026

Vector- and operator-valued backward stochastic equations with finite-variation drivers and a maximum principle for singular stochastic control in infinite dimensions

We study a mixed regular--singular control problem for stochastic evolution equations in a Hilbert space with possibly unbounded random linear operators, a nonconvex regular-control domain, and a state-dependent singular coefficient. The singular control is an adapted nondecreasing c\`adl\`ag process whose terminal val...

Ying Hu, Guo-Min Liu, Shan-Jian Tang · 0 citations
Preprint Oct 2026

Vector- and operator-valued backward stochastic equations with finite-variation drivers and a maximum principle for singular stochastic control in infinite dimensions

We study a mixed regular--singular control problem for stochastic evolution equations in a Hilbert space with possibly unbounded random linear operators, a nonconvex regular-control domain, and a state-dependent singular coefficient. The singular control is an adapted nondecreasing c\`adl\`ag process whose terminal val...

Ying Hu, Guo-Min Liu, Shan-Jian Tang · 0 citations

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