References

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• 2006The Malliavin Calculus and Related Topics2,470 cited
• 1997Backward Stochastic Differential Equations in Finance2,339 cited
• 2005Backward stochastic differential equations and quasilinear parabolic partial differential equations782 cited
• 2000Backward stochastic differential equations and partial differential equations with quadratic growth763 cited
• 1991Probabilistic interpretation for systems of quasilinear parabolic partial differential equations518 cited
• 2006BSDE with quadratic growth and unbounded terminal value314 cited
• 1991On lipschitz continuity of the solution mapping to the skorokhod problem, with applications255 cited
• 1987Stochastic differential equations for multi-dimensional domain with reflecting boundary229 cited
• 2007Quadratic BSDEs with convex generators and unbounded terminal conditions223 cited
• 1998Backward Stochastic Differential Equations and Viscosity Solutions of Systems of Semilinear Parabolic and Elliptic PDEs of Second Order213 cited
• 1997Backwards SDE with random terminal time and applications to semilinear elliptic PDE193 cited
• 2008Quadratic BSDEs with convex generators and unbounded terminal conditions185 cited
• 1998Generalized BSDEs and nonlinear Neumann boundary value problems