Risk-sensitive zero-sum stochastic differential game for jump-diffusions (Q2059477)
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scientific article; zbMATH DE number 7444388
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Risk-sensitive zero-sum stochastic differential game for jump-diffusions |
scientific article; zbMATH DE number 7444388 |
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Risk-sensitive zero-sum stochastic differential game for jump-diffusions (English)
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14 December 2021
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Lévy processes
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principal eigenvalue
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integro-partial differential equation
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saddle point equilibria
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0.8890318870544434
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0.8745191693305969
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0.8573243021965027
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0.851419985294342
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0.845106303691864
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