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On viscosity solutions of path dependent PDEs

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2016Viscosity solutions of fully nonlinear parabolic path dependent PDEs: Part II156 cited

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2013Backward stochastic differential equations driven by G -Brownian motion148 cited

2017Dynamic programming approach to principal–agent problems126 cited

2016Viscosity solutions of fully nonlinear parabolic path dependent PDEs: Part I119 cited

2014Two Person Zero-Sum Game in Weak Formulation and Path Dependent Bellman--Isaacs Equation107 cited

2013A numerical algorithm for a class of BSDEs via the branching process99 cited

2015BSDE, path-dependent PDE and nonlinear Feynman-Kac formula83 cited

2019Branching diffusion representation of semilinear PDEs and Monte Carlo approximation82 cited

2014Optimal stopping under nonlinear expectation78 cited

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2020Viscosity solutions to parabolic master equations and McKean–Vlasov SDEs with closed-loop controls49 cited

2018Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations44 cited

2015Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations44 cited

2011Note on Viscosity Solution of Path-Dependent PDE and G-Martingales44 cited

2019A martingale approach for fractional Brownian motions and related path dependent PDEs42 cited

2019Backward stochastic Volterra integral equations—Representation of adapted solutions42 cited