[1] Hu Mingshang, Qu Baoyou, Wang Falei*, BSDEs driven by G-Brownian motion with time-varying Lipschitz condition, Jouranl of Mathematical Analysis and Applications, 2020.                  
[2] Hu Mingshang, Wang Falei*, Maximum principle for stocastic recursive optimal control problem under model uncertainty, SIAM Journal on Control and Optimization, 2020.                  
[3] Hu Mingshang, Ji Xiaojun*, Liu Guomin, Levy’s martingale characterization and reflection principle of G-Brownian motion,  Jouranl of Mathematical Analysis and Applications, 2019.                  
[4] Hu Mingshang, Ji Shaolin*, Xue Xiaole, The existence and uniqueness of viscosity solution to a kind of Hamilton-Jacobi-Bellman equation, SIAM Journal on Control and Optimization, 2019.                  
[5] Hu Mingshang, Wang Falei*,Ergodic BSDEs driven by G-Brownian motion and applications, Stochastics and Dynamics, 2018.

[6] Hu Mingshang, Wang Falei*,Stochastic optimal control problem with infinite horizon driven by G-Brownian motion, ESAIM-Control Optimisation and Calculus of Variations, 2018.                  
[7] Hu Mingshang, Ji Shaolin*, Xue Xiaole, A global stochastic maximum principle for fully coupled forward-backward stocastic systems, SIAM Journal on Control and Optimization, 2018.                  
[8] Hu Mingshang, Stochastic global maximum principle for optimization with recursive utilities, Probability Uncertainty and Quantitative Risk, 2017.                  
[9] Hu Mingshang, Ji Shaolin*, Dynamic programming principle for stocastic recursive optimal control problem driven by a G-Brownian motion, Stochastic Processes and Their Applications, 2017.                  
[10] Hu Mingshang, Peng Shige, Song Yongsheng*, Stein type characterization for G-normal distributions, Electronic Communications in Probability, 2017.                  
[11] Gao Qiang, Hu Mingshang*, Ji Xiaojun, Liu Guomin, Product space for two processes with independent increments under nonlinear expectations, Electronic Communications in Probability, 2017.                  
[12] Hu Mingshang, Wang Falei*, Zheng Guoqiang, Quasi-continuous random variables and processes under the G-expectation framework, Stochastic Processes and Their Applications, 2016.                  
[13] Hu Mingshang, Ji Shaolin*, Stochastic maximum principle for stochastic recursive optimal control problem under volatility ambiguity, SIAM Journal on Control and Optimization, 2016.