References

• 1990Adapted solution of a backward stochastic differential equation2,676 cited
• 1997Backward Stochastic Differential Equations in Finance2,339 cited
• 2005Backward stochastic differential equations and quasilinear parabolic partial differential equations811 cited
• 1997Reflected solutions of backward SDE's, and related obstacle problems for PDE's704 cited
• 1991Probabilistic interpretation for systems of quasilinear parabolic partial differential equations518 cited
• 1996Backward stochastic differential equations with reflection and Dynkin games332 cited
• 1995Zero-sum stochastic differential games and backward equations235 cited
• 1998Backward Stochastic Differential Equations and Viscosity Solutions of Systems of Semilinear Parabolic and Elliptic PDEs of Second Order213 cited
• 2012ANTICIPATED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS 1203 cited
• 2009Anticipated backward stochastic differential equations192 cited
• 2003BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations186 cited
• 1997Non-linear pricing theory and backward stochastic differential equations150 cited
• 1995Backward equations, stochastic control and zero-sum stochastic differential games147 cited
• 2002Reflected BSDE's with discontinuous barrier and application