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Explicit Solution to the FBSDEs With Asymmetric Information..:

Ma, Tianfu ; Xu, Juanjuan ; Zhang, Huanshui
IEEE Transactions on Circuits and Systems II: Express Briefs.  69 (2022)  8 - p. 3485-3489 , 2022
Link: https://doi.org/10.1109/tcsii.2022.3159708