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Cvitanić, Jakša and Karatzas, Ioannis and Soner, H. Mete (1998) Backward stochastic differential equations with constraints on the gains-process. Annals of Probability, 26 (4). pp. 1522-1551. ISSN 0091-1798. http://resolver.caltech.edu/CaltechAUTHORS:20111220-131043977

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