7 citations · 11 across the 2 of their papers we have counts for
2 papers
math.PR2008★ 4 cited
The Equivalence between Uniqueness and Continuous Dependence of Solution for BSDEs with Continuous Coefficient
Guangyan Jia, Zhiyong Yu
In this paper, we will prove that, if the coefficient of a BSDE is assumed to be continuous and linear growth in , then the uniqueness of solution and continuou…
math.OC2007★ 7 cited
Dynamic programming principle for one kind of stochastic recursive optimal control problem and Hamilton-Jacobi-Bellman equations
Zhen Wu, Zhiyong Yu
In this paper, we study one kind of stochastic recursive optimal control problem with the obstacle constraints for the cost function where the cost function is described by the sol…