Pages that link to "Item:Q2329687"
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The following pages link to A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance (Q2329687):
Displaying 12 items.
- A necessary condition for optimal control of forward-backward stochastic control system with Lévy process in nonconvex control domain case (Q778640) (← links)
- Partially observed nonzero-sum differential game of BSDEs with delay and applications (Q779508) (← links)
- A partial information non-zero sum differential game of backward stochastic differential equations with applications (Q1941256) (← links)
- A Stackelberg game of backward stochastic differential equations with partial information (Q2070546) (← links)
- Stability analysis of stochastic delay differential equations with Markovian switching driven by Lévy noise (Q2169034) (← links)
- Maximum principle for mean-field zero-sum stochastic differential game with partial information and its application to finance (Q2411489) (← links)
- Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance (Q2423079) (← links)
- Stochastic maximum principle for non-zero sum differential games of FBSDEs with impulse controls and its application to finance (Q2514637) (← links)
- A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (Q5080488) (← links)
- A Partially Observed Nonzero‐Sum Stochastic Differential Game with Delays and its Application to Finance (Q5194914) (← links)
- Differential games of partial information forward-backward doubly SDE and applications (Q5404529) (← links)
- Optimal control of forward-backward stochastic jump-diffusion differential systems with observation noises: stochastic maximum principle (Q6569784) (← links)
