A Maximum Principle for Fully Coupled Forward-Backward Stochastic Control System Driven by L´evy Process with Terminal State Constraints

HUANG Hong,WANG Xiangrong,LIU Meijuan

系统科学与复杂性(英文) ›› 2018, Vol. 31 ›› Issue (4) : 859-874.

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系统科学与复杂性(英文) ›› 2018, Vol. 31 ›› Issue (4) : 859-874. DOI: 10.1007/s11424-017-6209-2

A Maximum Principle for Fully Coupled Forward-Backward Stochastic Control System Driven by L´evy Process with Terminal State Constraints

    HUANG Hong1 , WANG Xiangrong 2, LIU Meijuan2
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A Maximum Principle for Fully Coupled Forward-Backward Stochastic Control System Driven by L´evy Process with Terminal State Constraints

    HUANG Hong1 , WANG Xiangrong 2, LIU Meijuan2
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{{article.zuoZheCn_L}}. {{article.title_cn}}. {{journal.qiKanMingCheng_CN}}, 2018, 31(4): 859-874 https://doi.org/10.1007/s11424-017-6209-2
{{article.zuoZheEn_L}}. {{article.title_en}}. {{journal.qiKanMingCheng_EN}}, 2018, 31(4): 859-874 https://doi.org/10.1007/s11424-017-6209-2
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