Risk-sensitive zero-sum stochastic differential game for jump-diffusions (Q2059477)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-sensitive zero-sum stochastic differential game for jump-diffusions |
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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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