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"Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic ..."

Shuaiqi Zhang, Zhen-Qing Chen (2024)

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DOI: 10.1137/23M1620168

access: closed

type: Journal Article

metadata version: 2024-09-19

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Shuaiqi Zhang, Zhen-Qing Chen:
Stochastic Maximum Principle for Fully Coupled Forward-Backward Stochastic Differential Equations Driven by Subdiffusion. SIAM J. Control. Optim. 62(5): 2433-2455 (2024)

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