References

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• 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
• 2002Ambiguity, Risk, and Asset Returns in Continuous Time1,073 cited
• 1994Solving forward-backward stochastic differential equations explicitly — a four step scheme740 cited
• 1995Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market649 cited
• 1991Probabilistic interpretation for systems of quasilinear parabolic partial differential equations518 cited
• 1999Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob–Meyers type347 cited
• 1998Generalized BSDEs and nonlinear Neumann boundary value problems158 cited
• 1997Non-linear pricing theory and backward stochastic differential equations150 cited
• 1995Backward equations, stochastic control and zero-sum stochastic differential games147 cited
• 1991A Nonstandard Approach to Option Pricing97 cited
• 1995Constructing Gamma-Martingales with Prescribed Limit, Using Backwards SDE45 cited

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