6 citations · 14 across the 5 of their papers we have counts for
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math.PR2007★ 3 cited
Mean-Field Backward Stochastic Differential Equations and Related Partial Differential Equations
Rainer Buckdahn, Juan Li, Shige Peng
In [5] the authors obtained Mean-Field backward stochastic differential equations (BSDE) associated with a Mean-field stochastic differential equation (SDE) in a natural way as lim…
math.PR2007★ 1 cited
Stochastic Differential Games with Reflection and Related Obstacle Problems for Isaacs Equations
Rainer Buckdahn, Juan Li
In this paper we first investigate zero-sum two-player stochastic differential games with reflection with the help of theory of Reflected Backward Stochastic Differential Equations…
math.PR2007★ 6 cited
Stochastic control problems for systems driven by normal martingales
Rainer Buckdahn, Jin Ma, Catherine Rainer
In this paper we study a class of stochastic control problems in which the control of the jump size is essential. Such a model is a generalized version for various applied problems…