Some linear-quadratic stochastic differential games driven by state dependent Gauss-Volterra processes
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Publication:2337424
DOI10.1007/978-3-030-25498-8_8zbMath1427.91023OpenAlexW2962672338MaRDI QIDQ2337424
Tyrone E. Duncan, Bozenna Pasik-Duncan
Publication date: 20 November 2019
Full work available at URL: https://doi.org/10.1007/978-3-030-25498-8_8
Fractional processes, including fractional Brownian motion (60G22) 2-person games (91A05) Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)
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