| Fractional backward stochastic differential equations and fractional backward variational inequalities L Maticiuc, T Nie Journal of Theoretical Probability 28 (1), 337-395, 2015 | 47 | 2015 |
| Linear-Quadratic-Gaussian Mixed Mean-field Games with Heterogeneous Input Constraints Y Hu, J Huang, T Nie SIAM Journal on Control and Optimization 56 (4), 2835-2877, 2018 | 40 | 2018 |
| A BSDE approach to fair bilateral pricing under endogenous collateralization T Nie, M Rutkowski Finance and Stochastics, 2016 | 27 | 2016 |
| Generalized Hamilton--Jacobi--Bellman equations with Dirichlet boundary condition and stochastic exit time optimal control problem R Buckdahn, T Nie SIAM Journal on Control and Optimization 54 (2), 602-631, 2016 | 23 | 2016 |
| BSDEs driven by a multi-dimensional martingale and their applications to market models with funding costs T Nie, M Rutkowski Theory of Probability & Its Applications, 2016 | 19 | 2016 |
| Fair bilateral pricing under funding costs and exogenous collateralization MR T Nie Mathematical Finance, 2018 | 18 | 2018 |
| Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in General Case T Nie, J Shi, Z Wu SIAM Journal on Control and Optimization 55 (5), 3258-3294, 2017 | 17 | 2017 |
| FAIR BILATERAL PRICES IN BERGMAN'S MODEL WITH EXOGENOUS COLLATERALIZATION T NIE, M RUTKOWSKI International Journal of Theoretical and Applied Finance, 1550048, 2015 | 17* | 2015 |
| Deterministic characterization of viability for stochastic differential equation driven by fractional Brownian motion∗∗∗ T Nie, A Răşcanu ESAIM: Control, Optimisation and Calculus of Variations 18 (4), 915-929, 2012 | 13 | 2012 |
| American options in nonlinear markets E Kim, T Nie, M Rutkowski Electronic Journal of Probability 26, 1-41, 2021 | 12* | 2021 |
| Maximum principle for discrete-time stochastic control problem of mean-field type B Dong, T Nie, Z Wu Automatica 144, 110497, 2022 | 11 | 2022 |
| Extended mean-field control problem with partial observation T Nie, K Yan ESAIM: Control, Optimisation and Calculus of Variations 28, 17, 2022 | 10 | 2022 |
| Fair and profitable bilateral prices under funding costs and collateralization T Nie, M Rutkowski arXiv preprint arXiv:1410.0448, 2014 | 10 | 2014 |
| Connection between MP and DPP for Stochastic Recursive Optimal Control Problems: Viscosity Solution Framework in Local Case T Nie, J Shi, Z Wu American Control Conference (ACC), 2016, 2016 | 9 | 2016 |
| A stochastic approach to a new type of parabolic variational inequalities T Nie Stochastics An International Journal of Probability and Stochastic Processes …, 2015 | 8 | 2015 |
| Reflected and doubly reflected BSDEs driven by RCLL martingales T Nie, M Rutkowski Stochastics and Dynamics 22 (05), 2250012, 2022 | 6 | 2022 |
| Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection T Nie, M Rutkowski Stochastic Processes and their Applications 124 (8), 2672-2698, 2014 | 6 | 2014 |
| Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales T Nie, M Rutkowski Probability, Uncertainty and Quantitative Risk 6 (4), 319-342, 2021 | 5* | 2021 |
| Forward-backward stochastic differential equation with subdifferential operator and associated variational inequality TY Nie Science China Mathematics 58, 729-748, 2015 | 4 | 2015 |
| Linear-quadratic large-population problem with partial information: Hamiltonian approach and Riccati approach M Li, T Nie, Z Wu SIAM Journal on Control and Optimization 61 (4), 2114-2139, 2023 | 3 | 2023 |
Marek RutkowskiThe University of SydneyVerified email at sydney.edu.au
