| The smallest -supermartingale and reflected BSDE with single and double obstacles S Peng, M Xu Annales de l'IHP Probabilités et statistiques 41 (3), 605-630, 2005 | 160 | 2005 |
| Penalization method for reflected backward stochastic differential equations with one rcll barrier JP Lepeltier, M Xu Statistics & probability letters 75 (1), 58-66, 2005 | 120 | 2005 |
| Reflected backward stochastic differential equations under monotonicity and general increasing growth conditions JP Lepeltier, A Matoussi, M Xu Advances in applied probability 37 (1), 134-159, 2005 | 83 | 2005 |
| Reflected BSDE with a constraint and its applications in an incomplete market S Peng, M Xu | 46 | 2010 |
| Numerical algorithms for backward stochastic differential equations with 1-d Brownian motion: Convergence and simulations S Peng, M Xu ESAIM: Mathematical Modelling and Numerical Analysis 45 (2), 335-360, 2011 | 45 | 2011 |
| Convergence of solutions of discrete reflected backward SDE’s and simulations J Mémin, S Peng, M Xu Acta Mathematicae Applicatae Sinica, English Series 24 (1), 1-18, 2008 | 43 | 2008 |
| Reflected backward stochastic differential equations with two RCLL barriers JP Lepeltier, M Xu ESAIM: Probability and Statistics 11, 3-22, 2007 | 41 | 2007 |
| Sobolev solution for semilinear PDE with obstacle under monotonicity condition A Matoussi, M Xu | 38 | 2008 |
| Reflected BSDE with quadratic growth and unbounded terminal value JP Lepeltier, M Xu arXiv preprint arXiv:0711.0619, 2007 | 24 | 2007 |
| Backward stochastic differential equations with reflection and weak assumptions on the coefficients M Xu Stochastic processes and their applications 118 (6), 968-980, 2008 | 23 | 2008 |
| Comparison theorems for forward backward SDEs Z Wu, M Xu Statistics & probability letters 79 (4), 426-435, 2009 | 21 | 2009 |
| Reflected backward sdes with two barriers under monotonicity and general increasing conditions M Xu Journal of Theoretical Probability 20, 1005-1039, 2007 | 17 | 2007 |
| Numerical algorithms and simulations for reflected backward stochastic differential equations with two continuous barriers M Xu Journal of Computational and Applied Mathematics 236 (6), 1137-1154, 2011 | 12 | 2011 |
| GΓ-EXPECTATIONS AND THE RELATED NONLINEAR DOOB-MEYER DECOMPOSITION THEOREM S PENG, M XU Control Theory And Related Topics: In Memory of Professor Xunjing Li, 122-140, 2007 | 11 | 2007 |
| Constrained BSDE and viscosity solutions of variation inequalities S Peng, M Xu arXiv preprint arXiv:0712.0306, 2007 | 10 | 2007 |
| Reflected backward stochastic differential equations with resistance Z Qian, M Xu The Annals of Applied Probability 28 (2), 888-911, 2018 | 8 | 2018 |
| Constrained BSDEs, viscosity solutions of variational inequalities and their applications S Peng, M Xu Math. Control Relat. Fields 3 (2), 233-244, 2013 | 8 | 2013 |
| Skorohod equation and reflected backward stochastic differential equations Z Qian, M Xu arXiv preprint arXiv:1103.2078, 2011 | 7 | 2011 |
| Construction and Uniqueness for reflected BSDE under linear increasing condition G Jia, M Xu arXiv preprint arXiv:0801.3718, 2008 | 7 | 2008 |
| The numerical algorithms and simulations for BSDEs S Peng, M Xu Preprint, 2005 | 7 | 2005 |
