References

• 2005Applied Stochastic Control of Jump Diffusions905 cited
• 1990A General Stochastic Maximum Principle for Optimal Control Problems800 cited
• 2007Applied Stochastic Control of Jump Diffusions599 cited
• 1997Backward stochastic differential equations and integral-partial differential equations538 cited
• 1994Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps526 cited
• 2006Backward stochastic differential equations with jumps and related non-linear expectations259 cited
• 2006Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging193 cited
• 2004Sufficient Stochastic Maximum Principle for the Optimal Control of Jump Diffusions and Applications to Finance160 cited
• 2007Discrete-time approximation of decoupled Forward–Backward SDE with jumps140 cited
• 1977Optimal Control of Jump Processes127 cited
• 2007A Maximum Principle for Stochastic Control with Partial Information110 cited
• 1998Stochastic Near-Optimal Controls: Necessary and Sufficient Conditions for Near-Optimality90 cited
• 1980The variational principle and stochastic optimal control49 cited
• 2005Backward stochastic differential equations with enlarged filtration: Option hedging of an insider trader in a financial market with jumps36 cited