Falei Wang

Finance · with Peng · 2011

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom Falei Wang trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Rama Cont
  2. Shige Peng
  3. Bruno Bouchard
  4. Emmanuel Gobet
  5. Nizar Touzi

Who trusts Falei Wang overall

  1. Cong Wu
  2. Jianfeng Zhang
  3. Frederi G. Viens

Papers from Falei Wang's perspective

Ordered by how strongly the researchers Falei Wang trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Forward-Backward Stochastic Differential Equations and their Applications
  2. Change of variable formulas for non-anticipative functionals on path space ✩
  3. A functional extension of the Ito formula
  4. Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations
  5. A regression-based Monte Carlo method to solve backward stochastic differential equations
  6. Representation theorems for backward stochastic differential equations
  7. Functional Ito calculus and stochastic integral representation of martingales
  8. Note on Viscosity Solution of Path-Dependent PDE and G-Martingales
  9. DONSKER-TYPE THEOREM FOR BSDES
  10. Path regularity for solutions of backward stochastic differential equations

Their papers