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Linear ForwardBackward Stochastic Differential Equations

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References

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2018Linear–quadratic stochastic two-person nonzero-sum differential games: Open-loop and closed-loop Nash equilibria50 cited
2006The wellposedness of FBSDEs47 cited
2016Uniqueness for Linear-Quadratic Mean Field Games with Common Noise37 cited

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2019

A Stackelberg Game of Backward Stochastic Differential Equations with Applications

33 cited

2018General linear forward and backward Stochastic difference equations with applications31 cited

2000Forward–backward stochastic differential equations with nonsmooth coefficients26 cited

2022Path dependent Feynman–Kac formula for forward backward stochastic Volterra integral equations24 cited

2021Stackelberg stochastic differential game with asymmetric noisy observations22 cited

2020Social optima in leader-follower mean field linear quadratic control19 cited