Infinite horizon jump-diffusion forward-backward stochastic differential equations and their application to backward linear-quadratic problems∗

Author： Yu Zhiyong  

Publisher： Edp Sciences

E-ISSN： 1262-3377|23|4|1331-1359

ISSN： 1292-8119

Source： ESAIM: Control, Optimisation and Calculus of Variations, Vol.23, Iss.4, 2017-10, pp. : 1331-1359

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