Reflected forward-backward SDEs and obstacle problems with boundary conditions. Ma, Jin; Cvitanić, Jakša — 2001 Journal of Applied Mathematics and Stochastic Analysis
The steepest descent method for forward-backward SDEs. Cvitanić, Jakša; Zhang, Jianfeng — 2005 Electronic Journal of Probability [electronic only]
Optimal contracts in continuous-time models. Cvitanić, Jakša; Wan, Xuhu; Zhang, Jianfeng — 2006 Journal of Applied Mathematics and Stochastic Analysis