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Disambiguation of "Peng, Shige"

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Infinite horizon forward-backward stochastic differential equations

, and . Stochastic Processes and their Applications, 85 (1): 75--92 (Jan 1, 2000)

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Betsuyaku Shigeyuki

Kotaro OÌ shige

Changgeng Peng

Xiao-Wei Peng

Martin Peng

 

Other publications of authors with the same name

Representation of the penalty term of dynamic concave utilities., , and . Finance and Stochastics, 14 (3): 449-472 (2010)Maximum principle for optimal control of stochastic system of functional type, and . Stochastic Analysis and Applications, 14 (3): 283--301 (1996)Open Problems on Backward Stochastic Differential Equations.. Control of Distributed Parameter and Stochastic Systems, volume 141 of IFIP Conference Proceedings, page 265-274. Kluwer, (1998)Adapted solution of a backward semilinear stochastic evolution equation, and . Stochastic Analysis and Applications, 9 (4): 445--459 (1991)Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions. Stochastic Processes and their Applications, 88 (2): 259--290 (August 2000)Infinite horizon forward-backward stochastic differential equations, and . Stochastic Processes and their Applications, 85 (1): 75--92 (Jan 1, 2000)Backward Stochastic Differential Equations and Related Control Problems.. Encyclopedia of Systems and Control, Springer, (2015)Law of Large Numbers and Central Limit Theorem under Nonlinear Expectations. (February 2007)Infinite horizon backward stochastic differential equation and exponential convergence index assignment of stochastic control systems., and . Autom., 38 (8): 1417-1423 (2002)Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations, and . Stochastic Processes and their Applications, 116 (3): 370--380 (March 2006)