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- W3047440147 abstract "This paper considers the fully coupled forward-backward stochastic functional differential equations (FBSFDEs) with stochastic functional differential equations as the forward equations and the generalized anticipated backward stochastic differential equations as the backward equations. The authors will prove the existence and uniqueness theorem for FBSFDEs. As an application, we deal with a quadratic optimal control problem for functional stochastic systems, and get the explicit form of the optimal control by virtue of FBSFDEs." @default.
- W3047440147 created "2020-08-10" @default.
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- W3047440147 date "2020-08-04" @default.
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- W3047440147 title "Fully Coupled Forward-Backward Stochastic Functional Differential Equations and Applications to Quadratic Optimal Control" @default.
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- W3047440147 doi "https://doi.org/10.1007/s11424-020-9027-x" @default.
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