Stochastic Differential and Integral Equations

              Forward backward stochastic differential equations with mixed initial and terminal conditions
            Transactions of American Mathematical Society, 362 (20108, 1047-1096. (Article)             Well-posedness and regularity of backward stochastic Volterra integral equations
            Probability Theory and Related Fields, 142 (2008), 21-77.
            (Article)
  • Jiongmin Yong
            Backward stochastic Volterra integral equations and some related problems
            Stochastic Process and Applications, 116 (2006), 779-795.
            (Article)
  • Jiongmin Yong
            Linear forward-backward stochastic differential equations with random coefficients
            Probability Theory Related Fields, 135 (2006), 53-83.
            (Article)
  • Jiongmin Yong
           Some estimates on exponentials of solutions to stochastic differential equations
            Journal of Applied Mathematics and Stochastic Analysis, 17 (2004) 4,287-316.
            (Article)
  • Ying Hu, Jin Ma, and Jiongmin Yong
           On semi-linear degenerate backward stochastic partial differential equations
            Probability Theory and Related Fields, 123 (2002), 381-411.
            (Article)
  • Jin Ma and Jiongmin Yong
           Approximate solvability of forward-backward stochastic differential equations
            Applied Mathematics and Optimization, 45 (2002), 1-22.
            (Article)
  • Jiongmin Yong
           Forward-backward stochastic differential equation: a useful tool for mathematical finance and other related fields
            Surveys on Mathematics for Industry, 10 (2001), 175-229.
  • Ying Hu and Jiongmin Yong
           Forward-backward stochastic differential equations with nonsmooth coefficients
            Stochastic Processes and Their Applications, 87 (2000), 93-106.
            (Article)
  • Jin Ma and Jiongmin Yong
           On linear, degenerate backward stochastic partial differential equations
           Probability Theory and Related Fields, 113 (1999), 135-170.
            (Article)
  • Jiongmin Yong
           Linear forward-backward stochastic differential equations
           Applied Mathematics and Optimization, 39 (1999), 93-119.
           (Article)
  • Jin Ma and Jiongmin Yong
           Adapted solution of a degenerate backward SPDE, with applications
           Stochastic Processes and Their Applications, 70 (1997), 59-84.
           (Article)
  • Jiongmin Yong
           Finding adapted solutions of forward-backward stochastic differential equations: method of continuation
           Probability Theory and Related Fields, 107 (1997), 537-572.
           (Article)
  • Jin Ma and Jiongmin Yong
           Solvability of forward-backward SDEs and the nodal set of Hamilton-Jacobi-Bellman equations
           Chinese Annals of Mathematics, Ser. B 16 (1995), 279-298.
  • Jin Ma, Philip Protter, and Jiongmin Yong
           Solving forward-backward stochastic differential equations explicitly---a four step scheme
           Probability Theory and Related Fields, 98 (1994), 339-359.
           (Article)