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2 Papers found for "Backward Stochastic Differential Equations (2)"

Pontryagin's Risk-Sensitive Stochastic Maximum Principle for fractional Backward Stochastic Differential Equations Via Malliavin Calculus

"Bouaziz Tayeb, Adel Chala"

Journal of Applied Probability and Statistics | 2022

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On the Risk-Sensitive Stochastic Maximum Principle of Backward with Jump

"Dahbia Hafayed, Adel Chala"

Journal of Applied Probability and Statistics | 2022

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