A maximum principle for optimal control problem of fully coupled forward-backward stochastic systems with partial information

Backward Stochastic Differential Equations in Finance

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Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control

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Asset Pricing with Stochastic Differential Utility

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Solution of forward-backward stochastic differential equations

Ying Hu, Shigē Péng · Probability Theory and Related Fields · 1995 · 415 citations · Full text

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