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"A Maximum Principle for Fully Coupled Forward-Backward Stochastic Control ..."
Hong Huang, Xiangrong Wang, Meijuan Liu (2018)
- Hong Huang
, Xiangrong Wang, Meijuan Liu:
A Maximum Principle for Fully Coupled Forward-Backward Stochastic Control System Driven by Lévy Process with Terminal State Constraints. J. Syst. Sci. Complex. 31(4): 859-874 (2018)
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