A stochastic differential game for quadratic-linear diffusion processes (Q2963689)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic differential game for quadratic-linear diffusion processes |
scientific article |
Statements
A stochastic differential game for quadratic-linear diffusion processes (English)
0 references
21 February 2017
0 references
quadratic-linear diffusion process
0 references
stochastic differential game
0 references
insurance
0 references
Nash equilibrium
0 references
Fleming-Bellman-Isaacs equations
0 references
