Stochastic Differential Games in a Non-Markovian Setting
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/S0363012902417632
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1. White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance
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