One-dimensional game-theoretic differential equations

DOI10.1016/J.IJAR.2021.03.003MaRDI QIDQ6358652arXivWikidataFDO

Authors Rafał M. Łochowski, Nicolas Perkowski, David J. Prömel

Publication date 20 January 2021

Reasoning under uncertainty in the context of artificial intelligence (68T37)

Abstract: We provide a very brief introduction to typical paths and the corresponding It^o type integration. Relying on this robust It^o integration, we prove an existence and uniqueness result for one-dimensional differential equations driven by typical paths with non-Lipschitz continuous coefficients in the spirit of Yamada--Watanabe as well as an approximation result in the spirit of Doss--Sussmann.

This page was built for publication: One-dimensional game-theoretic differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6358652)