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Cited by

• 1997Non-linear pricing theory and backward stochastic differential equations150 cited
• 2008Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem149 cited
• 2002Representation theorems for backward stochastic differential equations137 cited
• 2007Dynamic risk measures: Time consistency and risk measures from BMO martingales130 cited
• 2004Hedging of Defaultable Claims105 cited
• 2010Some Recent Aspects of Differential Game Theory94 cited
• 2005On some recent aspects of stochastic control and their applications92 cited
• 2010A general theory of finite state Backward Stochastic Difference Equations88 cited
• 2012Solving Backward Stochastic Differential Equations Using the Cubature Method: Application to Nonlinear Pricing84 cited
• 2010On mean-variance portfolio selection under a hidden Markovian regime-switching model79 cited
• 2009Ergodic BSDEs and Optimal Ergodic Control in Banach Spaces67 cited
• 2015Dynamic Programming for General Linear Quadratic Optimal Stochastic Control with Random Coefficients65 cited
• 2014Measurability of semimartingale characteristics with respect to the probability law59 cited
• 2010Stochastic Equations with Delay: Optimal Control via BSDEs and Regular Solutions of Hamilton–Jacobi–Bellman Equations