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	A PARTIALLY OBSERVED NON-ZERO SUM DIFFERENTIAL GAME OF FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS AND ITS APPLICATION IN FINANCE
	Xiong, Jie; Zhang, Shuaiqi; Zhuang, Yi
刊名	MATHEMATICAL CONTROL AND RELATED FIELDS
	2019
卷号	9期号:2页码:257-276
关键词	Forward-backward stochastic differential equation stochastic differential game maximum principle equilibrium point stochastic filtering
DOI	10.3934/mcrf.2019013
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4532432
专题	山东大学
作者单位	1.Southern Univ Sci & Technol, Dept Math, Shenzhen, Peoples R China. 2.Univ Macau, Dept Math, Macau, Peoples R China. 3.[Zha
推荐引用方式 GB/T 7714	Xiong, Jie,Zhang, Shuaiqi,Zhuang, Yi. A PARTIALLY OBSERVED NON-ZERO SUM DIFFERENTIAL GAME OF FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS AND ITS APPLICATION IN FINANCE[J]. MATHEMATICAL CONTROL AND RELATED FIELDS,2019,9(2):257-276.
APA	Xiong, Jie,Zhang, Shuaiqi,&Zhuang, Yi.(2019).A PARTIALLY OBSERVED NON-ZERO SUM DIFFERENTIAL GAME OF FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS AND ITS APPLICATION IN FINANCE.MATHEMATICAL CONTROL AND RELATED FIELDS,9(2),257-276.
MLA	Xiong, Jie,et al."A PARTIALLY OBSERVED NON-ZERO SUM DIFFERENTIAL GAME OF FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS AND ITS APPLICATION IN FINANCE".MATHEMATICAL CONTROL AND RELATED FIELDS 9.2(2019):257-276.

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