Markovian-switching systems: backward and forward-backward stochastic differential equations, mean-field interactions, and nonzero-sum differential games (Q6189684)
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scientific article; zbMATH DE number 7801983
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markovian-switching systems: backward and forward-backward stochastic differential equations, mean-field interactions, and nonzero-sum differential games |
scientific article; zbMATH DE number 7801983 |
Statements
Markovian-switching systems: backward and forward-backward stochastic differential equations, mean-field interactions, and nonzero-sum differential games (English)
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8 February 2024
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switching diffusion
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mean-field interaction
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forward-backward stochastic differential equation
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stochastic differential game
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