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Les Aspects Probabilistes Du Controle Stochastique

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References

1979Calcul Stochastique et Problèmes de Martingales1,161 cited
1972Stochastic Differential Equations977 cited

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1997Non-linear pricing theory and backward stochastic differential equations150 cited

2002Reflected BSDE's with discontinuous barrier and application137 cited

2000Reflected BSDEs and mixed game problem136 cited