Fully coupled FBSDE with Brownian motion and Poisson process in stopping time duration
By Zhen Wu. Journal of the Australian Mathematical Society, 2003
48 citations recorded by the source corpus.
Subfields: Demography, Finance
View Paper: https://www.semanticscholar.org/paper/894da39efdee245c4eaac0b3bf08f266b0e62fc0
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Demography
- Jianfeng Zhang
- Jin Ma
- Zhen Wu
- Detao Zhang
- Christian Bender
- Adrien Richou
- Jean-François Chassagneux
- Shige Peng
In Finance
Citations in the corpus
- On well-posedness of forward-backward SDEs-A unified approach (2011, background): “, [21, 23, 27]) because of its pure probabilistic nature.”