A type of time-symmetric forward–backward stochastic differential equations

By Shige Peng, Yufeng Shi. 2003

69 citations recorded by the source corpus.

Subfields: Control and Systems Engineering, Finance, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/ef4b0630bab9785c0aeac51014bcf47e28a682eb

How researchers see this paper

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

In Control and Systems Engineering

1. Shige Peng
2. Robert J. R. Elliott
3. Samuel N. Cohen

In Finance

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

In Numerical Analysis

1. Shige Peng

Citations in the corpus

• Backward Stochastic Differential Equation, Nonlinear Expectation and Their Applications (2011, background): “For time-symmetric forward-backward stochastic differential equations and its relation with stochastic optimality, see Peng and Shi (2003), Han, Peng and Wu (2010).”