A Stackelberg Game of Backward Stochastic Differential Equations with Applications
نویسندگان
چکیده
منابع مشابه
Backward Stochastic Differential Equations and Applications
A new type of stochastic differential equation, called the backward stochastic differentil equation (BSDE), where the value of the solution is prescribed at the final (rather than the initial) point of the time interval, but the solution is nevertheless required to be at each time a function of the past of the underlying Brownian motion, has been introduced recently, independently by Peng and t...
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ژورنال
عنوان ژورنال: Dynamic Games and Applications
سال: 2019
ISSN: 2153-0785,2153-0793
DOI: 10.1007/s13235-019-00341-z