Wencan Wang, Jinbiao Wu, Zaiming Liu. The Optimal Control of Fully-Coupled Forward-Backward Doubly Stochastic Systems Driven by Itô-Lévy Processes. J. Systems Science & Complexity, 32(4):997-1018, 2019. [doi]
@article{WangWL19-9,
title = {The Optimal Control of Fully-Coupled Forward-Backward Doubly Stochastic Systems Driven by Itô-Lévy Processes},
author = {Wencan Wang and Jinbiao Wu and Zaiming Liu},
year = {2019},
doi = {10.1007/s11424-018-7300-z},
url = {https://doi.org/10.1007/s11424-018-7300-z},
researchr = {https://researchr.org/publication/WangWL19-9},
cites = {0},
citedby = {0},
journal = {J. Systems Science & Complexity},
volume = {32},
number = {4},
pages = {997-1018},
}