A Malliavin Calculus Approach to General Stochastic Differential Games with Partial Information (Q2841796)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Malliavin Calculus Approach to General Stochastic Differential Games with Partial Information |
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A Malliavin Calculus Approach to General Stochastic Differential Games with Partial Information (English)
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30 July 2013
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Malliavin calculus
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stochastic differential game
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stochastic control
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jump diffusion
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partial information
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optimal worst-case scenario portfolio
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