Explicit solution to forward and backward stochastic differential equations with state delay and its application to optimal control
Crossref DOI link: https://doi.org/10.1007/s11768-022-00106-x
Published Online: 2022-08-15
Published Print: 2022-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ma, Tianfu
Xu, Juanjuan
Zhang, Huanshui
Text and Data Mining valid from 2022-08-01
Version of Record valid from 2022-08-01
Article History
Received: 6 October 2021
Revised: 7 January 2022
Accepted: 14 January 2022
First Online: 15 August 2022