Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance (Q2423079): Difference between revisions
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Revision as of 07:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance |
scientific article |
Statements
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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