A maximum principle for Markov regime-switching forward–backward stochastic differential games and applications
Crossref DOI link: https://doi.org/10.1007/s00186-017-0574-4
Published Online: 2017-02-04
Published Print: 2017-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Menoukeu-Pamen, Olivier
Momeya, Romuald Hervé
Funding for this research was provided by:
Alexander von Humboldt-Stiftung (01DG15010)
Seventh Framework Programme (318984-RARE)
License valid from 2017-02-04