MAXIMUM PRINCIPLE FOR FORWARD-BACKWARD STOCHASTIC CONTROLSYSTEM WITH RANDOM JUMPS AND APPLICATIONS TO FINANCE

Jingtao SHI;Zhen WU

系统科学与复杂性(英文) ›› 2010, Vol. 23 ›› Issue (2) : 219-231.

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系统科学与复杂性(英文) ›› 2010, Vol. 23 ›› Issue (2) : 219-231. DOI: 10.1007/s11424-010-7224-8
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MAXIMUM PRINCIPLE FOR FORWARD-BACKWARD STOCHASTIC CONTROLSYSTEM WITH RANDOM JUMPS AND APPLICATIONS TO FINANCE

    Jingtao SHI, Zhen WU
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MAXIMUM PRINCIPLE FOR FORWARD-BACKWARD STOCHASTIC CONTROLSYSTEM WITH RANDOM JUMPS AND APPLICATIONS TO FINANCE

    Jingtao SHI, Zhen WU
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{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}, 2010, 23(2): 219-231 https://doi.org/10.1007/s11424-010-7224-8
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}, 2010, 23(2): 219-231 https://doi.org/10.1007/s11424-010-7224-8
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