Forward-backward stochastic differential equations: Initiation, development and beyond

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2022-01-01 DOI:10.3934/naco.2022011

J. Yong

引用次数: 0

Abstract

Jin Ma has made fundamental contributions to the theory of forward-backward stochastic differential equations (FBSDEs, for short). In this paper, as one of his main collaborators, I will recall the initiation, the path of the development for FBSDEs, as well as some interesting historic stories.

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正反向随机微分方程:开始、发展及以后

马晋对正-倒向随机微分方程(简称FBSDEs)理论做出了基础性的贡献。在本文中，作为他的主要合作者之一，我将回顾FBSDEs的发起，发展路径，以及一些有趣的历史故事。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.