Stochastic differential games with inside information (Q2828064)
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scientific article; zbMATH DE number 6642674
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| default for all languages | No label defined |
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| English | Stochastic differential games with inside information |
scientific article; zbMATH DE number 6642674 |
Statements
Stochastic differential games with inside information (English)
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24 October 2016
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stochastic differential games
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jump-diffusions
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backward stochastic differential equation
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inside information
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white noise
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Hida-Malliavin calculus
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optimal control
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Donsker delta functional
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anticipative stochastic calculus
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maximum principle
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optimal insider consumption
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optimal insider portfolio
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model uncertainty
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0.8758410811424255
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0.8752636313438416
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0.8094291687011719
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0.8028628826141357
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