Author of the publication

Forward-backward stochastic differential equations with nonsmooth coefficients

, and . Stochastic Processes and their Applications, 87 (1): 93--106 (May 2000)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Stochastic Controls and FBSDEs.. Control of Distributed Parameter and Stochastic Systems, volume 141 of IFIP Conference Proceedings, page 307-314. Kluwer, (1998)Effective permeability of the boundary of a domain, , and . Communications in Partial Differential Equations, 20 (1-2): 59--102 (Jan 1, 1995)Editorial., , , , and . J. Systems Science & Complexity, 23 (3): 413 (2010)Four step scheme for general Markovian forward-backward SDES., , and . J. Systems Science & Complexity, 23 (3): 546-571 (2010)Nonstandard Linear-Quadratic Decision Making., , , and . CDC, page 8901-8920. IEEE, (2023)Effective Permeability of the Boundary of a Domain, , and . (June 1993)Mean-Field Backward Stochastic Volterra Integral Equations, , and . CoRR, (2011)Optimal Controls for Stochastic Partial Differential Equations with an Application in Population Modeling., , and . SIAM J. Control. Optim., 54 (2): 495-535 (2016)Exact Controllability for Multidimensional Semilinear Hyperbolic Equations., , and . SIAM J. Control and Optimization, 46 (5): 1578-1614 (2007)Time-Inconsistent Recursive Stochastic Optimal Control Problems., , and . SIAM J. Control. Optim., 55 (6): 4156-4201 (2017)