A stochastic differential game for quadratic-linear diffusion processes (Q2963689)
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scientific article; zbMATH DE number 6687444
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| default for all languages | No label defined |
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| English | A stochastic differential game for quadratic-linear diffusion processes |
scientific article; zbMATH DE number 6687444 |
Statements
A stochastic differential game for quadratic-linear diffusion processes (English)
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21 February 2017
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quadratic-linear diffusion process
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stochastic differential game
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insurance
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Nash equilibrium
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Fleming-Bellman-Isaacs equations
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0.864815354347229
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0.8623597621917725
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0.8314971327781677
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0.8304884433746338
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0.8275726437568665
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