References

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• 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
• 1990Stochastic Integration and Differential Equations1,195 cited
• 1994Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps526 cited
• 2000Chaotic and predictable representations for Lévy processes253 cited
• 2001Backward Stochastic Differential Equations and Feynman-Kac Formula for Levy Processes, with Applications in Finance169 cited
• 1995The Stochastic Maximum Principle for Linear, Convex Optimal Control with Random Coefficients101 cited
• 2002BSDE associated with Lévy processes and application to PDIE59 cited
• 2008Partial Information Linear Quadratic Control for Jump Diffusions45 cited
• 2002A stochastic maximum principle for systems with jumps, with applications to finance30 cited
• 2007A stochastic linear–quadratic problem with Lévy processes and its application to finance28 cited

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