Pages that link to "Item:Q1670534"
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The following pages link to Maximum principle via Malliavin calculus for regular-singular stochastic differential games (Q1670534):
Displaying 3 items.
- Necessary and sufficient optimality conditions for regular-singular stochastic differential games with asymmetric information (Q1626506) (← links)
- A stochastic maximum principle for mixed regular-singular control problems via Malliavin calculus (Q1689689) (← links)
- Stochastic differential games in insider markets via Malliavin calculus (Q2250075) (← links)