Backward-Forward Stochastic Differential Equations

Brownian Motion and Stochastic Calculus

2007 • 8,413 citations

Markov Processes: Characterization and Convergence.

1987 • 4,826 citations

Adapted solution of a backward stochastic differential equation

1990 • 2,696 citations

Calcul Stochastique et Problèmes de Martingales

1979 • 1,157 citations

Stochastic Differential Utility

1992 • 1,102 citations

Stochastic Integration and Differential Equations : A New Approach

2014 • 756 citations

Backward stochastic differential equations and applications to optimal control

1993 • 396 citations

Stochastic Hamilton–Jacobi–Bellman Equations

1992 • 322 citations

Security Markets: Stochastic Models.

1989 • 298 citations

Asset Prices in an Exchange Economy with Habit Formation

1991 • 261 citations

Adapted solution of a backward semilinear stochastic evolution equation

1991 • 196 citations

Optimal portfolio for a small investor in a market model with discontinuous prices

1990 • 143 citations

PDE solutions of stochastic differential utility

1992 • 131 citations