Metadata
Author: springer
Data
English[en]
The state process in our problem is given by forward-backward stochastic differential equations (FBSDEs) with two control components involved: the regular and impulse control.
Chinese[zh]
我们的状态可以用一个比较广泛的正倒向系统描述, 因此状态可以描述经济金融中广泛应用的随机递归效用.