Adapted solution of a backward stochastic differential equationÉtienne Pardoux, Shige Peng A1990-01-01articleSystems & Control Letters2,676 citationsclosedNo readable copy stored yet — this record is metadata only.Stochastic processes and financial applicationsNonlinear Differential Equations AnalysisFuzzy Systems and OptimizationAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 2,676 citations exist upstream.References2007Brownian Motion and Stochastic CalculusCited by1997Backward Stochastic Differential Equations in Finance2000Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework2005Backward stochastic differential equations and quasilinear parabolic partial differential equations2000Backward stochastic differential equations and partial differential equations with quadratic growth1994Solving forward-backward stochastic differential equations explicitly — a four step scheme1997Reflected solutions of backward SDE's, and related obstacle problems for PDE's1995Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market2007G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type