@article{COCV_2016__22_2_519_0, author = {Hao, Tao and Li, Juan}, title = {Fully coupled forward-backward {SDEs} involving the value function and associated nonlocal {Hamilton\ensuremath{-}Jacobi\ensuremath{-}Bellman} equations}, journal = {ESAIM: Control, Optimisation and Calculus of Variations}, pages = {519--538}, publisher = {EDP-Sciences}, volume = {22}, number = {2}, year = {2016}, doi = {10.1051/cocv/2015016}, zbl = {1338.60146}, mrnumber = {3491781}, language = {en}, url = {http://archive.numdam.org/articles/10.1051/cocv/2015016/} }