Weak Solutions of Mean-Field Stochastic Differential Equations and Application to Zero-Sum Stochastic Differential Games (Q3178443): Difference between revisions

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Latest revision as of 07:55, 12 July 2024

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Weak Solutions of Mean-Field Stochastic Differential Equations and Application to Zero-Sum Stochastic Differential Games
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    Weak Solutions of Mean-Field Stochastic Differential Equations and Application to Zero-Sum Stochastic Differential Games (English)
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    13 July 2016
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    mean-field stochastic differential equation
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    weak solution
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    Girsanov transformation
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    uniqueness in law
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    backward stochastic differential equation
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    zero-sum stochastic differential game
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    saddle point controls
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