A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators (Q5081645)
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scientific article; zbMATH DE number 7543540
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| English | A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators |
scientific article; zbMATH DE number 7543540 |
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A Global Stochastic Maximum Principle for Forward-Backward Stochastic Control Systems with Quadratic Generators (English)
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17 June 2022
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BMO-martingale
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forward-backward stochastic control systems
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linear BSDEs with unbounded coefficients
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maximum principle
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quadratic BSDEs
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0.9424001
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