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zbMath1031.93162MaRDI QIDQ2774102

Jin-yan Hu, Shaolin Ji

Publication date: 4 March 2004

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic maximum principle Ekeland variational principle backward stochastic equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20)

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