Non-Zero Sum Differential Games of Backward Stochastic Differential Delay Equations Under Partial Information
Author:
Affiliation:
1. School of Mathematical Sciences; University of Electronic Science and Technology of China; Chengdu China
2. Department of Applied Mathematics; China University of Petroleum; Qingdao China
Publisher
Wiley
Subject
Control and Systems Engineering
Reference20 articles.
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2. Adapted solution of a backward stochastic differential equation;Pardoux;Syst. Control Lett.,1990
3. Backward stochastic differential equations in finance;El Karoui;Math. Finance,1997
4. Pitman Research Notes in Mathematics Series;El Karoui,1997
5. Lecture Notes in Mathematics;Ma,1999
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