Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance (Q2423079): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 21:01, 2 February 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)
0 references
21 June 2019
0 references
linear-quadratic problem
0 references
stochastic differential game
0 references
forward-backward stochastic differential equation
0 references
partial information
0 references
g-expectation
0 references
