A partial information non-zero sum differential game of backward stochastic differential equations with applications (Q1941256): Difference between revisions
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English | A partial information non-zero sum differential game of backward stochastic differential equations with applications |
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A partial information non-zero sum differential game of backward stochastic differential equations with applications (English)
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12 March 2013
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backward stochastic differential equation
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maximum principle
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open-loop Nash equilibrium point
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non-zero sum stochastic differential game
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filtering
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portfolio choice
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