A maximum principle for controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal sate constraints
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Institution:中泰证券金融研究院
Title of Paper:A maximum principle for controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal sate constraints
Journal:Abstract and Applied Analysis
First Author:Shaolin Ji
All the Authors:Shaolin Ji
Document Code:lw-140989
Volume:2012
Page Number:1
Translation or Not:No
Date of Publication:2012-12
Release Time:2019-10-24