Fully coupled forward backward stochastic differential equations driven by Lévy processes and application to differential games (Q742069)

From MaRDI portal





scientific article; zbMATH DE number 6345371
Language Label Description Also known as
English
Fully coupled forward backward stochastic differential equations driven by Lévy processes and application to differential games
scientific article; zbMATH DE number 6345371

    Statements

    Fully coupled forward backward stochastic differential equations driven by Lévy processes and application to differential games (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    17 September 2014
    0 references
    fully coupled forward-backward stochastic differential equation
    0 references
    Lévy process
    0 references
    stochastic differential game
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references