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Existence of an optimal control for a coupled FBSDE with a non degenerate diffusion coefficient
Bahlali, K., Kebiri, O., Mezerdi, B., Mtiraoui, A.Language:
english
Journal:
Stochastics
DOI:
10.1080/17442508.2018.1427750
Date:
January, 2018
File:
PDF, 1.40 MB
english, 2018