References

• 1990Adapted solution of a backward stochastic differential equation2,676 cited
• 1997Backward Stochastic Differential Equations in Finance2,339 cited
• 1999Stochastic controls : Hamiltonian systems and HJB equations1,780 cited
• 1999Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control494 cited
• 1995Solution of forward-backward stochastic differential equations402 cited
• 1993Backward stochastic differential equations and applications to optimal control401 cited
• 1993Backward-Forward Stochastic Differential Equations345 cited
• 2010Maximum principle for the stochastic optimal control problem with delay and application225 cited
• 1996Hedging options for a large investor and forward-backward SDE's207 cited
• 2012ANTICIPATED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS 1203 cited
• 1998Optimal consumption choices for a ‘large’ investor173 cited
• 2010Optimality Variational Principle for Controlled Forward-Backward Stochastic Differential Equations with Mixed Initial-Terminal Conditions139 cited
• 2009The Maximum Principles for Stochastic Recursive Optimal Control Problems Under Partial Information129 cited
• 2000A maximum principle for optimal control of stochastic systems with delay, with applications to finance117 cited