Backward Stochastic Differential Equations in Finance

• A coupled backward stochastic differential equation (BSDE) framework for metastable transition precursors in a stochastically forced Duffing oscillator

  2026 Computers & Mathematics with Applications article Physics and Astronomy stochastic dynamics and bifurcation Open access

  1

  citations
• A nonlinear FBSDE framework for weakly coupled stochastic Rabinovich–Fabrikant attractors under common noise

  2026 The European Physical Journal Plus article Physics and Astronomy Chaos control and synchronization Open access

  2

  citations
• A fully coupled FBSDE framework for optimal orbit steering near an Arneodo-Coullet-Tresser spiral attractor

  2026 Communications in Nonlinear Science and Numerical Simulation article Physics and Astronomy Chaos control and synchronization Open access

  6

  citations
• Dissipative cascaded multistep backward stochastic differential equation (BSDE) with polynomial growth

  2026 Communications in Nonlinear Science and Numerical Simulation article Economics, Econometrics and Finance Stochastic processes and financial applications Open access

  5

  citations
• A quadratic BSDE framework for risk-adjusted noise-induced switching in bistable nonlinear oscillators under stochastic volatility

  2026 Chaos Solitons & Fractals article Economics, Econometrics and Finance Stochastic processes and financial applications Open access

  10

  citations
• Introduction

  2023 CMS/CAIMS books in mathematics book-chapter Decision Sciences Risk and Portfolio Optimization

  0

  citations

6 results