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Existence of an optimal control for a system driven by a degenerate coupled forward–backward stochastic differential equations
Bahlali, Khaled, Kebiri, Omar, Mtiraoui, AhmedVolume:
355
Journal:
Comptes Rendus Mathematique
DOI:
10.1016/j.crma.2016.11.012
Date:
January, 2017
File:
PDF, 484 KB
2017