Nash equilibrium points of recursive nonzero-sum stochastic differential games with unbounded coefficients and related multiple dimensional bsdes (Q524829)

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scientific article; zbMATH DE number 6708114
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Nash equilibrium points of recursive nonzero-sum stochastic differential games with unbounded coefficients and related multiple dimensional bsdes
scientific article; zbMATH DE number 6708114

    Statements

    Nash equilibrium points of recursive nonzero-sum stochastic differential games with unbounded coefficients and related multiple dimensional bsdes (English)
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    26 April 2017
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    recursive utility
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    nonzero-sum stochastic differential games
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    Nash equilibrium point
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    backward stochastic differential equations
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    Isaacs condition
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