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scientific article
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scientific article

    Statements

    publication date
    6 October 2016
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    zbMATH Keywords
    forward-backward doubly stochastic differential equation
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    stochastic control problem
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    variational inequality
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    maximum principle
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    Itô formula
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    author
    Qi-kang Ran
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    60H10
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    49K45
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    zbMATH DE Number
    6635532
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