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Letters, 1990, 14: 55-61

[2] Duffie D, Epstein L. Asset pricing with stochastic differential utilities. Review of Financial Studies, 1992,
5: 411-436

[3] Karoui N El, Peng S, Quenez M C. Backward stochastic differential equation in finance. Math Finance,
1997, 7: 1-71

[4] Peng S. Probabilistic Interpretation for systems of quasilinear parabolic partial differential equations.
Stochastics and stochastic report, 1991, 37: 61-74

[5] Chen Z. Existence and uniqueness for BSDE’s with stopping time. Chinese Science Bulletin, 1998, 43:
96-99

[6] Hamadene S, Lepeltier J P, Wu Z. Infinite horizon reflected BSDE and applications in mixed control and
game problems. Probability and mathematical statistics, 1999, 19: 211-234

[7] Bismut J M. An introductory approach to duality in optimal stochastic control. SIAM Rev, 1978, 20:
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[8] Cvitanic J, Ma J. Hedging options for a large investor and forward-backward stochastic differential equa-
tions. Annals of Appl Probability, 1996, 6: 370-398

[9] Ma J, Protter P, Yong J. Solving forward-backward stochastic differential equations explicitly- a four step
scheme. Prob & Related Fields, 1994, 98: 339-359

[10] Hu Y, Peng S. Solution of forward-backward stochastic differential equations. Proba Theory and Related
Fields, 1995, 103: 273-283

[11] Peng S, Wu Z. Fully coupled forward-backward stochastic differential equations and applications. SIAM
J Control Optim, 1999, 37(3): 825-843

[12] Peng S, Shi Y. Infinite horizon forward-backward stochastic differential equations. Stochastic processes
and their applications, 2000, 85: 75-92