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

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Affiliation of Author(s):中泰证券金融研究院

Journal:Journal of MATHEMATICAL ANALYSIS AND APPLICATIONS

All the Authors:Shaolin Ji

First Author:Shaolin Ji

Document Code:lw-151191

Volume:407

Issue:2

Page Number:200

Translation or Not:no

Date of Publication:2013-05-01

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