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	Stochastic maximum principle for partially observed forward-backward stochastic differential equations with jumps and regime switching
	Shuaiqi ZHANG[1]; Jie XIONG[2,3]; Xiangdong LIU[4]
	2018
卷号	61期号:7页码:J0001
关键词	随机 微分方程 切换 控制问题 过滤技术 最小化
URL标识	查看原文
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4476164
专题	暨南大学
作者单位	1.[1]School of Economics and Commerce, Guangdong University of Technology, Guangzhou 510520, China 2.[2]Department of Mathematics, University of Macau, Macau, China 3.[3]Department of Mathematics, Southern University of Science and Technology, Shenzhen 518055, China 4.[4]Department of Statistics, Jinan University, Guangzhou 510632, China
推荐引用方式 GB/T 7714	Shuaiqi ZHANG[1],Jie XIONG[2,3],Xiangdong LIU[4]. Stochastic maximum principle for partially observed forward-backward stochastic differential equations with jumps and regime switching[J],2018,61(7):J0001.
APA	Shuaiqi ZHANG[1],Jie XIONG[2,3],&Xiangdong LIU[4].(2018).Stochastic maximum principle for partially observed forward-backward stochastic differential equations with jumps and regime switching.,61(7),J0001.
MLA	Shuaiqi ZHANG[1],et al."Stochastic maximum principle for partially observed forward-backward stochastic differential equations with jumps and regime switching".61.7(2018):J0001.

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