Existence of an optimal control for a system driven by a degenerate coupled forward–backward stochastic differential equations

Comptes Rendus Mathematique - Tập 355 - Trang 84-89 - 2017
Khaled Bahlali1, Omar Kebiri2, Ahmed Mtiraoui1,3
1Université de Toulon, IMATH, EA 2134, 83957 La Garde cedex, France
2Université de Tlemcen, Laboratoire de probabilités et statistiques, Algérie
3Faculté des sciences de Sfax, Département de mathématiques, BP 1171, 3000 Sfax, Tunisia

Tài liệu tham khảo

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