Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance (Q2423079): Difference between revisions

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Property / DOI: 10.1016/j.amc.2017.11.015 / rank
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Property / OpenAlex ID: W2769329835 / rank
 
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Latest revision as of 13:14, 18 December 2024

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Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance
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    Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance (English)
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    21 June 2019
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    linear-quadratic problem
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    stochastic differential game
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    forward-backward stochastic differential equation
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    partial information
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    g-expectation
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