Utility Maximization with Habit Formation: Dynamic Programming and Stochastic PDEs. - Nikolaos Englezos; Ioannis Karatzas (SIAM J. Control. Optim., 2009)

Future Expectations Modeling, Random Coefficient Forward-Backward Stochastic Differential Equations, and Stochastic Viscosity Solutions. - Xanthi-Isidora Kartala; Nikolaos Englezos; Athanasios N. Yannacopoulos (Math. Oper. Res., 2020)