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20112023
most citedA partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance

5 citations · 9 across the 5 of their papers we have counts for

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math.PR2023

Stochastic maximum principle for sub-diffusions and its applications

Shuaiqi Zhang, Zhen-Qing Chen

In this paper, we study optimal stochastic control problems for stochastic systems driven by non-Markov sub-diffusion , which have the mixed features of deterministic and…