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Stochastic Controls and FBSDEs

Jiongmin Yong. Stochastic Controls and FBSDEs. In Shuping Chen, Xunjing Li, Jiongmin Yong, Xun Yu Zhou, editors, Control of Distributed Parameter and Stochastic Systems, Proceedings of the IFIP WG7.2 International Conference, June 19-22, 1998, Hangzhou, China. Volume 141 of IFIP Conference Proceedings, pages 307-314, Kluwer, 1998.

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