A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance (Q2329687)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance |
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A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance (English)
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18 October 2019
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forward-backward stochastic differential equation
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stochastic differential game
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maximum principle
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equilibrium point
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stochastic filtering
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