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The wellposedness of FBSDEs

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References

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1999Linear ForwardBackward Stochastic Differential Equations84 cited

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2003

Weak Solutions of Forward–Backward SDE's

49 cited

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2013A Numerical Method and Its Error Estimates for the Decoupled Forward-Backward Stochastic Differential Equations47 cited
2014Mean–variance asset–liability management with asset correlation risk and insurance liabilities38 cited
2012Maximum principle for optimal control of fully coupled forward-backward stochastic differential delayed equations35 cited
2014Mean–variance portfolio selection with correlation risk34 cited
2012Mean-variance principle of managing cointegrated risky assets and random liabilities29 cited
2024Wellposedness of Second Order Master Equations for Mean Field Games with Nonsmooth Data25 cited
2015Managing Mortality Risk With Longevity Bonds When Mortality Rates Are Cointegrated25 cited
2014Stochastic Differential Games for Fully Coupled FBSDEs with Jumps24 cited