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20102023
most citedBackward stochastic differential equations under super linear G-expectation and associated Hamilton-Jacobi-Bellman equations

3 citations · 6 across the 8 of their papers we have counts for

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math.PR2015★ 1 cited

A complex Feynman-Kac formula via linear backward stochastic differential equations

Yuhong Xu

A complex notion of backward stochastic differential equation (BSDE) is proposed in this paper to give a probabilistic interpretation for linear first order complex partial differe…

math.PR2010★ 3 cited

Backward stochastic differential equations under super linear G-expectation and associated Hamilton-Jacobi-Bellman equations

Yuhong Xu

This paper first studies super linear G-expectation. Uniqueness and existence theorem for backward stochastic differential equations (BSDEs) under super linear expectation is estab…