Maximum principle via Malliavin calculus for regular-singular stochastic differential games (Q1670534)
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scientific article; zbMATH DE number 6932367
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| English | Maximum principle via Malliavin calculus for regular-singular stochastic differential games |
scientific article; zbMATH DE number 6932367 |
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Maximum principle via Malliavin calculus for regular-singular stochastic differential games (English)
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5 September 2018
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maximum principle
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stochastic differential game
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regular-singular control
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Malliavin calculus
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asymmetric partial informations
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