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Maximum principle for a stochastic delayed system involving terminal state constraints

Jiaqiang Wen1, Yufeng Shi1,2

  • 1Institute for Financial Studies and School of Mathematics, Shandong University, Jinan, 250100 China.

Journal of Inequalities and Applications
|May 26, 2017
PubMed

Keywords:
maximum principlestate constraintsstochastic differential delayed equation

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