Stochastic differential games with inside information (Q2828064)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic differential games with inside information |
scientific article; zbMATH DE number 6642674
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential games with inside information |
scientific article; zbMATH DE number 6642674 |
Statements
Stochastic differential games with inside information (English)
0 references
24 October 2016
0 references
stochastic differential games
0 references
jump-diffusions
0 references
backward stochastic differential equation
0 references
inside information
0 references
white noise
0 references
Hida-Malliavin calculus
0 references
optimal control
0 references
Donsker delta functional
0 references
anticipative stochastic calculus
0 references
maximum principle
0 references
optimal insider consumption
0 references
optimal insider portfolio
0 references
model uncertainty
0 references
0 references
0 references
