2006 | ||
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2 | EE | Weidong Zhao, Lifeng Chen, Shige Peng: A New Kind of Accurate Numerical Method for Backward Stochastic Differential Equations. SIAM J. Scientific Computing 28(4): 1563-1581 (2006) |
1998 | ||
1 | Shige Peng: Open Problems on Backward Stochastic Differential Equations. Control of Distributed Parameter and Stochastic Systems 1998: 265-274 |
1 | Lifeng Chen | [2] |
2 | Weidong Zhao | [2] |