Authors: Peng, SG

Citation: Sg. Peng, Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions, STOCH PR AP, 88(2), 2000, pp. 259-290

Authors: Peng, SG Shi, YF

Citation: Sg. Peng et Yf. Shi, Infinite horizon forward-backward stochastic differential equations, STOCH PR AP, 85(1), 2000, pp. 75-92

Authors: Peng, SG Wu, Z

Citation: Sg. Peng et Z. Wu, Fully coupled forward-backward stochastic differential equations and applications to optimal control, SIAM J CON, 37(3), 1999, pp. 825-843

Authors: Peng, SG

Citation: Sg. Peng, Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type, PROB TH REL, 113(4), 1999, pp. 473-499

Authors: Peng, SG Shi, YF

Citation: Sg. Peng et Yf. Shi, Infinite horizon boundary value problems and applications, J DIFF EQUA, 155(2), 1999, pp. 405-422

Authors: Peng, SG Yang, F

Citation: Sg. Peng et F. Yang, Duplicating and pricing contingent claims with constrained portfolios, PROG NAT SC, 8(6), 1998, pp. 650-659