Location of Repository

Topics:
Mathematics education

Year: 2010

OAI identifier:
oai:generic.eprints.org:929/core69

Provided by:
Mathematical Institute Eprints Archive

Downloaded from
http://eprints.maths.ox.ac.uk/929/1/H_Shi.pdf

- (1999). A comparison theorem for solutions of backward stochastic differential equations,
- (1990). A general stochastic maximum principle for optimal control problems,
- (1992). A generalized dynamic programming principle and HamiltonJacobi-Bellman equation,
- (1992). A nonlinear Feynman-Kac formula and applications,
- (1990). Adapted solution of a backward stochastic differential equation,
- (1973). Analyse convexe et probabiliti s,
- (1995). Arbitrage in securities markets with short-sales constraints,
- (1992). Backward stochastic differential equations and ” -217,
- (1997). Backward stochastic differential equations and integral-partial differential equations, Stochastic and Stochastic Reports,
- (2000). Backward stochastic differential equations and partial differential equations with quadratic growth,
- (1997). Backward stochastic differential equations in finance,
- (1997). Backward stochastic differential equations with continuous coefficient,
- (2009). Backward stochastic dynamics on a filtered probability space
- (1993). Backward-forward stochastic differential equations,
- (2006). BSDE with quadratic growth and unbounded terminal value, Probability Theory and Related Fields,
- (1997). Finding adapted solutions of forward-backward stochastic differential equations: method of continuation, Probability Theory and Related Fields,
- (1993). Hedging contingent claims with constrained portfolios,
- (1994). Maximum principle for optimal control of distributed parameter stochastic systems with random jumps, Differential equations, dynamical systems, and control science,
- (1997). On solutions of a backward stochastic differential equations with jumps and application,
- (2007). On the continuity of weak solutions of backward stochastic differential equations, Rossiiskaya Akademiya Nauk. Teoriya Veroyatnostei i ee Primeneniya,
- (2004). On weak solutions of backward stochastic differential equations, Rossiiskaya Akademiya Nauk. Teoriya Veroyatnostei i ee Primeneniya,
- (2000). Pricing via utility maximization and entropy,
- (1991). Probabilistic interpretation for systems of quasilinear parabolic partial differential equations,
- (2000). Relationship between backward stochastic differential equations and stochastic controls: a linear-quadratic approach,
- (1994). Solving forward-backward stochastic differential equations explicitly-a four step scheme, Probability Theory and Related Fields,
- (1992). Stochastic differential utility,
- (1992). Stochastic Hamilton-Jacobi-Bellman Equations,
- (2006). The Malliavin calculus and related topics,
- (2005). Utility maximization in incomplete markets,
- (2008). Weak solutions for forward-backward SDEs: a martingale problem approach,