Stochastic maximum principle for partially observed forward-backward stochastic differential equations with jumps and regime switching
出版年份 2018 全文链接
标题
Stochastic maximum principle for partially observed forward-backward stochastic differential equations with jumps and regime switching
作者
关键词
partial information, Markovian regime-switching, stochastic maximum principle, forward-backward stochastic differential equation (FBSDE)
出版物
Science China-Information Sciences
Volume 61, Issue 7, Pages -
出版商
Springer Nature
发表日期
2018-05-23
DOI
10.1007/s11432-017-9267-0
参考文献
相关参考文献
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