Backward Stochastic Differential Equations Coupled with Value Function and Related Optimal Control Problems by Tao Hao, Juan Li

“…We get a new type of controlled backward stochastic differential equations (BSDEs), namely, the BSDEs, coupled with value function. …”
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Fully Coupled Mean-Field Forward-Backward Stochastic Differential Equations and Stochastic Maximum Principle by Hui Min, Ying Peng, Yongli Qin

“…We discuss a new type of fully coupled forward-backward stochastic differential equations (FBSDEs) whose coefficients depend on the states of the solution processes as well as their expected values, and we call them fully coupled mean-field forward-backward stochastic differential equations (mean-field FBSDEs). …”
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Stochastic Maximum Principle of Near-Optimal Control of Fully Coupled Forward-Backward Stochastic Differential Equation by Maoning Tang

“…This paper first makes an attempt to investigate the near-optimal control of systems governed by fully nonlinear coupled forward-backward stochastic differential equations (FBSDEs) under the assumption of a convex control domain. …”
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L2-convergence of Yosida approximation for semi-linear backward stochastic differential equation with jumps in infinite dimension by Hani Abidi, Rim Amami, Roger Pettersson, Chiraz Trabelsi

Subjects: “…Backward stochastic differential equation with jumps…”
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A Class of Pursuit Problems in 3D Space via Noncooperative Stochastic Differential Games by Yu Bai, Di Zhou, Zhen He

Subjects: “…forward–backward stochastic differential equations (FBSDEs)…”
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Terminal-Dependent Statistical Inference for the Integral Form of FBSDE by Qi Zhang

“…Backward Stochastic Differential Equation (BSDE) has been well studied and widely applied. …”
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BSDE with Jumps When Mean Reflection Is Nonlinear by Winfrida Felix Mwigilwa, Farai Julius Mhlanga

“…In this paper, we investigate a reflected backward stochastic differential equation (RBSDE) with jumps, focusing on cases where the mean reflection is nonlinear. …”
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Nonlinear Decomposition of Doob-Meyer's Type for Continuous g-Supermartingale with Uniformly Continuous Coefficient by Xuejun Shi, Long Jiang, Ronglin Ji

“…We prove that a continuous g-supermartingale with uniformly continuous coeffcient g on finite or infinite horizon, is a g-supersolution of the corresponding backward stochastic differential equation. It is a new nonlinear Doob-Meyer decomposition theorem for the g-supermartingale with continuous trajectory.…”
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SPDIEs and BSDEs Driven by Lévy Processes and Countable Brownian Motions by Pengju Duan

“…The paper is devoted to solving a new class of backward stochastic differential equations driven by Lévy process and countable Brownian motions. …”
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Monotonic Limit Properties for Solutions of BSDEs with Continuous Coefficients by ShengJun Fan, Xing Song, Ming Ma

“…This paper investigates the monotonic limit properties for the minimal and maximal solutions of certain one-dimensional backward stochastic differential equations with continuous coefficients.…”
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Variable Step Size Adams Methods for BSDEs by Qiang Han

“…For backward stochastic differential equations (BSDEs), we construct variable step size Adams methods by means of Itô–Taylor expansion, and these schemes are nonlinear multistep schemes. …”
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Infinite Horizon Optimal Control of Stochastic Delay Evolution Equations in Hilbert Spaces by Xueping Zhu, Jianjun Zhou

“…The existence and uniqueness of the optimal control are obtained by means of associated infinite horizon backward stochastic differential equations without assuming the Gâteaux differentiability of the drift coefficient and the diffusion coefficient. …”
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Convertible Bonds with Higher Loan Rate: Model, Valuation, and Optimal Strategy by Haiyang Wang, Zhen Wu

“…We study the pricing problem for convertible bonds via backward stochastic differential equations (BSDEs). By virtue of reflected BSDEs and Malliavin derivatives, we establish the formulae for the fair price of convertible bonds and the hedging portfolio strategy explicitly. …”
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Backward Anticipated Social Optima: Input Constraints and Partial Information by Shujun Wang

“…Furthermore, differently from the classic social optima literature, the dynamics in this framework are driven by <i>anticipated</i> backward stochastic differential equations (ABSDE) in which the <i>terminal</i> instead of the <i>initial</i> condition is specified and the anticipated terms are involved. …”
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Application of BSDE in Standard Inventory Financing Loan by Hui Zhang, Wenyu Meng, Xiaojie Wang, Jianwei Zhang

“…Applying backward stochastic differential equations (BSDEs), we get the explicit solutions of the models. …”
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