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Affiliation of Author(s):中泰证券金融研究院

Journal:SIAM Journal on Control and Optimization

Key Words: BMO-martingale;forward-backward stochastic control systems;linear BSDEs with unbounded coefficients;maximum principle;quadratic BSDEs

First Author:胡明尚

Document Code:1557661105770364929

Volume:60

Issue:3

Page Number:1791-1818

Number of Words:10

Translation or Not:no

Date of Publication:2022-01-01