ChapterOpen Problems on Backward Stochastic Differential EquationsShige Peng A1999Open Problems on Backward Stochastic Differential EquationsShige Peng A1999-01-01chapterIFIP advances in information and communication technology53 citationsclosedNo readable copy stored yet — this record is metadata only.Stochastic processes and financial applicationsNonlinear Differential Equations AnalysisFuzzy Systems and OptimizationAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 53 citations exist upstream.References1973The Pricing of Options and Corporate Liabilities1990Adapted solution of a backward stochastic differential equation1980Controlled Diffusion Processes1992Stochastic Differential Utility1990A General Stochastic Maximum Principle for Optimal Control Problems2005Backward stochastic differential equations and quasilinear parabolic partial differential equations1994Solving forward-backward stochastic differential equations explicitly — a four step scheme1994Necessary Conditions for Optimal Control of Stochastic Systems with Random JumpsCited by2003Minimization of Risk and Linear Quadratic Optimal Control Theory2005On the Backward Stochastic Riccati Equation in Infinite Dimensions2003Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration2014Probabilistic interpretation for a system of quasilinear parabolic partial differential equation combined with algebra equations