Linear-Quadratic Stochastic Differential Games with General Noise Processes (Q4979398)
From MaRDI portal
scientific article; zbMATH DE number 6306337
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear-Quadratic Stochastic Differential Games with General Noise Processes |
scientific article; zbMATH DE number 6306337 |
Statements
Linear-Quadratic Stochastic Differential Games with General Noise Processes (English)
0 references
20 June 2014
0 references
noise processes
0 references
stochastic differential games
0 references
fractional Brownian motion
0 references
