References

• 1990Adapted solution of a backward stochastic differential equation2,676 cited
• 1997Reflected solutions of backward SDE's, and related obstacle problems for PDE's704 cited
• 1997Backward stochastic differential equations and integral-partial differential equations538 cited
• 1994Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps526 cited
• 1999Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob–Meyers type347 cited
• 2006Backward stochastic differential equations with jumps and related non-linear expectations259 cited
• 2007Discrete-time approximation of decoupled Forward–Backward SDE with jumps140 cited
• 2009Multi-dimensional BSDE with oblique reflection and optimal switching133 cited
• 2009A Finite Horizon Optimal Multiple Switching Problem128 cited
• 1993Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach117 cited
• 2005The smallest g-supermartingale and reflected BSDE with single and double L2L2 obstacles108 cited
• 2008Reflected backward stochastic differential equation with jumps and RCLL obstacle88 cited
• 1998Backward stochastic differential equations with constraints on the gains-process71 cited
• 1997Probabilistic interpretation of a system of semi-linear parabolic partial differential equations