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A stochastic HJB equation for optimal control of forward-backward SDEs. (English) Zbl 1354.60061

Podolskij, Mark (ed.) et al., The fascination of probability, statistics and their applications. In honour of Ole E. Barndorff-Nielsen. Cham: Springer (ISBN 978-3-319-25824-9/hbk; 978-3-319-25826-3/ebook). 435-446 (2016).
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