Pages that link to "Item:Q5317092"
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The following pages link to Stochastic Differential Games in a Non-Markovian Setting (Q5317092):
Displayed 5 items.
- Some linear-quadratic stochastic differential games for equations in Hilbert spaces with fractional Brownian motions (Q255505) (← links)
- New optimality conditions for average-payoff continuous-time Markov games in Polish spaces (Q547403) (← links)
- Prediction and tracking of long-range-dependent sequences (Q2504607) (← links)
- ARBITRAGE IN FRACTAL MODULATED BLACK–SCHOLES MODELS WHEN THE VOLATILITY IS STOCHASTIC (Q3023915) (← links)
- Infinite horizon linear quadratic stochastic Nash differential games of Markov jump linear systems with its application (Q5410858) (← links)