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"Stochastic Control Representations for Penalized Backward Stochastic ..."

Gechun Liang (2015)

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DOI: 10.1137/130942681

access: closed

type: Journal Article

metadata version: 2020-07-09

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Gechun Liang:
Stochastic Control Representations for Penalized Backward Stochastic Differential Equations. SIAM J. Control. Optim. 53(3): 1440-1463 (2015)

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