[1] Pardoux E, Peng S. Adapted solution of a backward stochastic differential equation. System and Control Letters, 1990, 14: 55–61

[2] El Karoui N, Peng S, Quenez M C. Backward stochastic differential equations in finance. Math Finance, 1997, 7(1): 1–71

[3] Briand P, Coquet F, Hu Y, M´emin J, Peng S. A converse comparison theorem for BSDEs and related properties of g-expectation. Electron Comm Proba, 2000, 5: 101–107

[4] Lepeltier J P, San Martin J. Backward stochastic differential equations with continuous coefficients. Statis-tics and Probability Letters, 1997, 32: 425–430

[5] Jia G. Some uniqueness results for one-dimensional BSDEs with uniformly continuous coefficients. Statis-tics and Probability Letters, 2009, 79: 436–441

[6] Jiang L. Convexity, translation invariance and subadditivity for g-expectations and related risk measures. Ann Appl Prob, 2008, 18(1): 245–258

[7] Peng S. Modelling derivatives pricing mechanisms with their generating functions. preprint (pdf-file avail-able in arXiv: math. PR/0605599v1, 23 May, 2006)

[8] Jia G, Peng S. Jensen´s inequality for g-convex function under g-expectation. Probab Theory Relat Fields, 2010, 147: 217–239

[9] Wu Z, Xiao H. Multi-dimensional reflected backward stochastic differential equations and the comparison theorem. Acta Math Sci, 2010, 30B(5): 1819–1836