A Partially Observed Nonzero‐Sum Stochastic Differential Game with Delays and its Application to Finance (Q5194914)
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scientific article; zbMATH DE number 7105872
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Partially Observed Nonzero‐Sum Stochastic Differential Game with Delays and its Application to Finance |
scientific article; zbMATH DE number 7105872 |
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A Partially Observed Nonzero‐Sum Stochastic Differential Game with Delays and its Application to Finance (English)
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17 September 2019
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stochastic differential game
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stochastic differential delay equation
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Malliavin derivative
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maximum principle
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verification theorem
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