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Optimal Control of Forward-Backward Stochastic Differential System of Jump Diffusion with Observation Noise: Stochastic Maximum Principle - MaRDI portal

Optimal Control of Forward-Backward Stochastic Differential System of Jump Diffusion with Observation Noise: Stochastic Maximum Principle

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Publication:6290515

arXiv1708.07751MaRDI QIDQ6290515

Qingxin Meng

Publication date: 24 August 2017











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