Fully coupled mean-field forward-backward stochastic differential equations and stochastic maximum principle
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Publication:1725104
DOI10.1155/2014/839467zbMath1474.49053OpenAlexW2036330223WikidataQ59041934 ScholiaQ59041934MaRDI QIDQ1725104
Ying Peng, Yongli Qin, Hui Min
Publication date: 14 February 2019
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/839467
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)
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