References

• 1990Adapted solution of a backward stochastic differential equation2,676 cited
• 1997Backward Stochastic Differential Equations in Finance2,339 cited
• 2000Backward stochastic differential equations and partial differential equations with quadratic growth763 cited
• 2003Lp solutions of backward stochastic differential equations367 cited
• 1997Backward stochastic differential equations with continuous coefficient354 cited
• 2006BSDE with quadratic growth and unbounded terminal value314 cited
• 1992Stochastic Hamilton–Jacobi–Bellman Equations307 cited
• 2007Quadratic BSDEs with convex generators and unbounded terminal conditions223 cited
• 1995Adapted solutions of backward stochastic differential equations with non-Lipschitz coefficients203 cited
• 2008Quadratic BSDEs with convex generators and unbounded terminal conditions185 cited
• 2000Infinite time interval BSDEs and the convergence of g-martingales48 cited
• 2003Multidimensional backward stochastic differential equations with uniformly continuous coefficients46 cited
• 2007One-dimensional backward stochastic differential equations whose coefficient is monotonic in $y$ and non-Lipschitz in $z$43 cited
• 2008A uniqueness theorem for the solution of Backward Stochastic Differential Equations30 cited