Backward SDEs with constrained jumps and quasi-variational inequalities

Backward SDEs with superquadratic growth

Backward Stochastic Differential Equations and Feynman-Kac Formula for Multidimensional Lévy Processes, with Applications in Finance

Backward Stochastic Differential Equations on Manifolds

Backward stochastic differential equations under super linear G-expectation and associated Hamilton-Jacobi-Bellman equations

Backward Stochastic Differential Equations with Markov Chains and The Application: Homogenization of PDEs System

Backward stochastic differential equations with random stopping time and singular final condition

Backward stochastic differential equations with rough drivers

Backward stochastic differential equations with time delayed generators - results and counterexamples

Backward stochastic dynamics on a filtered probability space

Backward Stochastic PDEs related to the utility maximization problem

Backward Stochastic Variational Inequalities Driven by Fractional Brownian Motion

Backward Stochastic Variational Inequalities on Random Interval

Backward stochastic variational inequalities under weak assumptions on the data

Backward stochastic viability property with jumps and applications to the comparison theorem for multidimensional BSDEs with jumps

Backward stochastic Volterra integral equations associated with a Levy process and applications

Backward Stochatic Differential Equations II

Backward Uniqueness and the existence of the spectral limit for some parabolic SPDEs

Backward uniqueness for parabolic operators with non-Lipscitz coefficients

Backward uniqueness for the heat equation in cones