Weak Solutions of Mean-Field Stochastic Differential Equations and Application to Zero-Sum Stochastic Differential Games (Q3178443)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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