7 citations · 11 across the 16 of their papers we have counts for
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math.OC2013★ 2 cited
Stochastic differential games for fully coupled FBSDEs with jumps
Juan Li, Qingmeng Wei
This paper is concerned with stochastic differential games (SDGs) defined through fully coupled forward-backward stochastic differential equations (FBSDEs) which are governed by Br…
math.PR2013★ 7 cited
estimates for fully coupled FBSDEs with jumps
Juan Li, Qingmeng Wei
In this paper we study useful estimates, in particular -estimates, for fully coupled forward-backward stochastic differential equations (FBSDEs) with jumps. These estimates ar…
math.OC2013★ 1 cited
Optimal control problems of fully coupled FBSDEs and viscosity solutions of Hamilton-Jacobi-Bellman equations
Juan Li, Qingmeng Wei
In this paper we study stochastic optimal control problems of fully coupled forward-backward stochastic differential equations (FBSDEs). The recursive cost functionals are defined…