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 & Complexity ›› 2018, Vol. 31 ›› Issue (4) : 859-874.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science & Complexity ›› 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

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2018, 31(4): 859-874 https://doi.org/10.1007/s11424-017-6209-2

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