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

Jingtao SHI;Zhen WU

Journal of Systems Science & Complexity ›› 2010, Vol. 23 ›› Issue (2) : 219-231.

PDF(217 KB)
中国科学院数学与系统科学研究院期刊网
JSSC
PDF(217 KB)
Journal of Systems Science & Complexity ›› 2010, Vol. 23 ›› Issue (2) : 219-231. DOI: 10.1007/s11424-010-7224-8
article

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

  • {{article.zuoZhe_EN}}
Author information +
History +

HeighLight

{{article.keyPoints_en}}

Abstract

{{article.zhaiyao_en}}

Key words

QR code of this article

Cite this article

EndNote

Ris (Procite)

Bibtex

Download Citations
{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2010, 23(2): 219-231 https://doi.org/10.1007/s11424-010-7224-8

References

Publishing order | Descend order by publishing year | Descend order by cited within

References

{{article.reference}}

Funding

RIGHTS & PERMISSIONS

{{article.copyrightStatement_en}}
{{article.copyrightLicense_en}}
PDF(217 KB)

Accesses

Citation

Detail
Sections
Recommended

/

〈 〉