Anticipated backward stochastic differential equations and their applications to zero-sum stochastic differential games

DOI10.1080/03610918.2019.1694950OpenAlexW2993649862MaRDI QIDQ5082980

Sheng-Nan Li, Xiao-Ming Xu

Publication date: 21 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1694950

zbMATH Keywords

comparison theoremsaddle-pointanticipated backward stochastic differential equationzero-sum stochastic differential game

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

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Cites Work

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