References

No references inside the corpus for this window.

Cited by

• 2019The Master Equation and the Convergence Problem in Mean Field Games219 cited
• 2015Optimal investment–reinsurance strategy for mean–variance insurers with square-root factor process123 cited
• 2017Backward Stochastic Differential Equations59 cited
• 2017Smooth solutions to portfolio liquidation problems under price-sensitive market impact44 cited
• 2019A Stackelberg Game of Backward Stochastic Differential Equations with Applications33 cited
• 2023Numerical methods for backward stochastic differential equations: A survey32 cited
• 2021On nonlinear Feynman–Kac formulas for viscosity solutions of semilinear parabolic partial differential equations31 cited
• 2018General mean-field BSDEs with continuous coefficients28 cited
• 2018A class of stochastic Gronwall’s inequality and its application22 cited
• 2015Backward stochastic variational inequalities on random interval20 cited
• 2020The risk-sensitive maximum principle for controlled forward–backward stochastic differential equations20 cited
• 2019A BSDE approach to a class of dependent risk model of mean–variance insurers with stochastic volatility and no-short selling20 cited
• 2019Second-order BSDE under monotonicity condition and liquidation problem under uncertainty18 cited