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A maximum principle for fully coupled forward–backward stochastic control system with terminal state constraints

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Institution:中泰证券金融研究院

Title of Paper:A maximum principle for fully coupled forward–backward stochastic control system with terminal state constraints

Journal:Journal of MATHEMATICAL ANALYSIS AND APPLICATIONS

First Author:Shaolin Ji

Document Code:lw-151191

Volume:407

Issue:2

Page Number:200

Translation or Not:No

Date of Publication:2013-05

Release Time:2019-04-14

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