Infinite horizon forward–backward stochastic differential equations

By Shige Peng, Yufeng Shi. 2000

88 citations recorded by the source corpus.

Subfields: Finance, Mathematical Physics, Modeling and Simulation

View Paper: https://www.semanticscholar.org/paper/c54cc72099ea44c6f382fc37b48cf31e4c4e88d5

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

  1. Shige Peng
  2. Yufeng Shi
  3. Li-Xin Zhang
  4. Marcel Nutz
  5. Yongsheng Song
  6. Mingshang Hu
  7. Jianfeng Zhang
  8. Nizar Touzi

In Mathematical Physics

  1. Shige Peng
  2. Yufeng Shi
  3. Li-Xin Zhang
  4. Yongsheng Song
  5. Marcel Nutz
  6. Mingshang Hu
  7. Fuqing Gao
  8. Juan Li

In Modeling and Simulation

  1. Shige Peng
  2. Yufeng Shi
  3. Li-Xin Zhang
  4. Yongsheng Song
  5. Juan Li
  6. Marcel Nutz
  7. Jianfeng Zhang
  8. Mingshang Hu

Citations in the corpus