The smallest -supermartingale and reflected BSDE with single and double obstacles S Peng, M Xu
Annales de l'IHP Probabilités et statistiques 41 (3), 605-630, 2005
160 2005 Penalization method for reflected backward stochastic differential equations with one rcll barrier JP Lepeltier, M Xu
Statistics & probability letters 75 (1), 58-66, 2005
123 2005 Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions JP Lepeltier, A Matoussi, M Xu
Advances in applied probability 37 (1), 134-159, 2005
84 2005 Numerical algorithms for backward stochastic differential equations with 1-d Brownian motion: Convergence and simulations S Peng, M Xu
ESAIM: Mathematical Modelling and Numerical Analysis 45 (2), 335-360, 2011
47 2011 Reflected BSDE with a constraint and its applications in an incomplete market S Peng, M Xu
47 2010 Convergence of solutions of discrete reflected backward SDE’s and simulations J Mémin, S Peng, M Xu
Acta Mathematicae Applicatae Sinica, English Series 24 (1), 1-18, 2008
44 2008 Reflected backward stochastic differential equations with two RCLL barriers JP Lepeltier, M Xu
ESAIM: Probability and Statistics 11, 3-22, 2007
43 2007 Sobolev solution for semilinear PDE with obstacle under monotonicity condition A Matoussi, M Xu
38 2008 Reflected BSDE with quadratic growth and unbounded terminal value JP Lepeltier, M Xu
arXiv preprint arXiv:0711.0619, 2007
26 2007 Backward stochastic differential equations with reflection and weak assumptions on the coefficients M Xu
Stochastic processes and their applications 118 (6), 968-980, 2008
23 2008 Comparison theorems for forward backward SDEs Z Wu, M Xu
Statistics & probability letters 79 (4), 426-435, 2009
21 2009 Reflected backward sdes with two barriers under monotonicity and general increasing conditions M Xu
Journal of Theoretical Probability 20, 1005-1039, 2007
18 2007 Numerical algorithms and simulations for reflected backward stochastic differential equations with two continuous barriers M Xu
Journal of Computational and Applied Mathematics 236 (6), 1137-1154, 2011
13 2011 GΓ -EXPECTATIONS AND THE RELATED NONLINEAR DOOB-MEYER DECOMPOSITION THEOREM S PENG, M XU
Control Theory And Related Topics: In Memory of Professor Xunjing Li, 122-140, 2007
11 2007 Constrained BSDE and viscosity solutions of variation inequalities S Peng, M Xu
arXiv preprint arXiv:0712.0306, 2007
10 2007 Reflected backward stochastic differential equations with resistance Z Qian, M Xu
The Annals of Applied Probability 28 (2), 888-911, 2018
8 2018 Construction and Uniqueness for reflected BSDE under linear increasing condition G Jia, M Xu
arXiv preprint arXiv:0801.3718, 2008
8 2008 Constrained BSDEs, viscosity solutions of variational inequalities and their applications S Peng, M Xu
Math. Control Relat. Fields 3 (2), 233-244, 2013
7 2013 Skorohod equation and reflected backward stochastic differential equations Z Qian, M Xu
arXiv preprint arXiv:1103.2078, 2011
7 2011 The numerical algorithms and simulations for BSDEs S Peng, M Xu
Preprint, 2005
7 2005