Pages that link to "Item:Q2329687"
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The following pages link to A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance (Q2329687):
Displayed 5 items.
- A necessary condition for optimal control of forward-backward stochastic control system with Lévy process in nonconvex control domain case (Q778640) (← links)
- Partially observed nonzero-sum differential game of BSDEs with delay and applications (Q779508) (← links)
- A Stackelberg game of backward stochastic differential equations with partial information (Q2070546) (← links)
- Stability analysis of stochastic delay differential equations with Markovian switching driven by Lévy noise (Q2169034) (← links)
- A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (Q5080488) (← links)