Forward–backward stochastic differential equations and...

Forward–backward stochastic differential equations and controlled McKean–Vlasov dynamics

Carmona, René, Delarue, François
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Volume:
43
Language:
english
Journal:
The Annals of Probability
DOI:
10.1214/14-AOP946
Date:
September, 2015
File:
PDF, 470 KB
english, 2015
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