A maximum principle for stochastic differential games with g-expectations and partial information
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Publication:4648579
DOI10.1080/17442508.2010.532875zbMath1251.93137MaRDI QIDQ4648579
Bernt Øksendal, Ta Thi Kieu An
Publication date: 9 November 2012
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2010.532875
stochastic control; \(g\)-expectation; stochastic differential game; forward-backward stochastic differential equations; jump diffusion; sufficient maximum principle
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