Gechun Liang. Stochastic Control Representations for Penalized Backward Stochastic Differential Equations. SIAM J. Control and Optimization, 53(3):1440-1463, 2015. [doi]
@article{Liang15-5, title = {Stochastic Control Representations for Penalized Backward Stochastic Differential Equations}, author = {Gechun Liang}, year = {2015}, doi = {10.1137/130942681}, url = {http://dx.doi.org/10.1137/130942681}, researchr = {https://researchr.org/publication/Liang15-5}, cites = {0}, citedby = {0}, journal = {SIAM J. Control and Optimization}, volume = {53}, number = {3}, pages = {1440-1463}, }