中国科学院数学与系统科学研究院期刊网
JSSC
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
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
Journal of Systems Science and Complexity . 2018, (4): 859 -874 .  DOI: 10.1007/s11424-017-6209-2