Anticipated backward stochastic differential equations and their applications to zero-sum stochastic differential games (Q5082980)
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scientific article; zbMATH DE number 7545868
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Anticipated backward stochastic differential equations and their applications to zero-sum stochastic differential games |
scientific article; zbMATH DE number 7545868 |
Statements
Anticipated backward stochastic differential equations and their applications to zero-sum stochastic differential games (English)
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21 June 2022
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anticipated backward stochastic differential equation
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comparison theorem
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saddle-point
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zero-sum stochastic differential game
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