A maximum principle for stochastic differential games with <i>g</i>-expectations and partial information (Q4648579)
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scientific article; zbMATH DE number 6104699
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A maximum principle for stochastic differential games with <i>g</i>-expectations and partial information |
scientific article; zbMATH DE number 6104699 |
Statements
A maximum principle for stochastic differential games with <i>g</i>-expectations and partial information (English)
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9 November 2012
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jump diffusion
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stochastic control
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stochastic differential game
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forward-backward stochastic differential equations
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\(g\)-expectation
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sufficient maximum principle
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