References

• 2005Stochastic Integration and Differential Equations4,594 cited
• 1990Adapted solution of a backward stochastic differential equation2,676 cited
• 1997Backward Stochastic Differential Equations in Finance2,339 cited
• 1990Stochastic Integration and Differential Equations1,195 cited
• 2005Backward stochastic differential equations and quasilinear parabolic partial differential equations782 cited
• 1997Reflected solutions of backward SDE's, and related obstacle problems for PDE's704 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
• 1995Zero-sum stochastic differential games and backward equations235 cited
• 2002Reflected BSDE's with discontinuous barrier and application137 cited
• 1992Stochastic Partial Differential Equations and Their Applications126 cited
• 2003Reflected Backward Stochastic Differential Equation with Jumps and Random Obstacle124 cited
• 2005Penalization method for reflected backward stochastic differential equations with one r.c.l.l. barrier97 cited