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2018 [1]
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英語English [1]
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Stochastic maximum principle for partially observed forward-backward stochastic differential equations with jumps and regime switching
Journal article
Zhang, Shuaiqi, Xiong, Jie, Liu, Xiangdong. Stochastic maximum principle for partially observed forward-backward stochastic differential equations with jumps and regime switching[J]. SCIENCE CHINA-INFORMATION SCIENCES, 2018, 61(7).
Authors:
Zhang, Shuaiqi
;
Xiong, Jie
;
Liu, Xiangdong
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TC[WOS]:
16
TC[Scopus]:
18
IF:
7.3
/
5.8
|
Submit date：2018/10/30
Partial Information
Markovian Regime-switching
Stochastic Maximum Principle
Forward-backward Stochastic Differential Equation (Fbsde)
