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A maximum principle for fully coupled forward-backward stochastic control systems 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

Key Words:Fully coupled FBSDEs;Maximum principle;State constraints;Ekeland's variational principle

First Author:嵇少林

Document Code:1395260902902599681

Volume:407

Issue:2

Page Number:200-210

Number of Words:5

Translation or Not:no

Date of Publication:2013-11-15

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