Fully coupled forward-backward SDEs involving the value function and associated nonlocal Hamilton−Jacobi−Bellman equations∗

Author： Hao Tao Li Juan

Publisher： Edp Sciences

E-ISSN： 1262-3377|22|2|519-538

ISSN： 1292-8119

Source： ESAIM: Control, Optimisation and Calculus of Variations, Vol.22, Iss.2, 2016-04, pp. : 519-538

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