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

Jiongmin Yong

doi:10.3934/naco.2022011

Article Contents

2023, Volume 13, Issue 3&4: 367-391. Doi: 10.3934/naco.2022011

This issue Previous Article Going forward & backward with Jin Ma Next Article Mean-field type quadratic BSDEs

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

Jiongmin Yong

Deparment of Mathematics, University of Central Florida, Orlando, FL 32816, USA

This paper is dedicated to Professor Jin Ma on the occasion of his 65th birthday

Received: December 2021

Revised: April 2022

Early access: May 2022

Published: September 2023

The author is supported by NSF grant DMS-1812921

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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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Mathematics Subject Classification: Primary: 60H10, 60H15, 60H35; Secondary: 93E20, 35K40.

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