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Institution:中泰证券金融研究院

Title of Paper:Dynamic programming principle for stochastic recursive optimal control problem driven by a G-Brownian motion

Journal:Stochastic Processes and their Applications

First Author:胡明尚

All the Authors:Shaolin Ji

Document Code:B2F3D2D31D1F45E98F6F75B155D2FC54

Volume:127

Issue:1

Page Number:10

Translation or Not:No

Date of Publication:2017-01

Release Time:2019-04-14