Linear-quadratic stochastic differential games with general noise processes (Q4979398)
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scientific article; zbMATH DE number 6306337
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| English | Linear-quadratic stochastic differential games with general noise processes |
scientific article; zbMATH DE number 6306337 |
Statements
Linear-Quadratic Stochastic Differential Games with General Noise Processes (English)
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20 June 2014
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noise processes
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stochastic differential games
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fractional Brownian motion
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0.8978694081306458
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0.8605204224586487
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0.8535593748092651
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0.8521729707717896
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