Backward-forward SDE's and stochastic differential games

Stochastic Processes and their Applications

Volumn 77, Issue 1, 1998, Pages 1-15

  Hamadene S ^a  

^a Univ D   (France)

Author keywords

Backward equation; Backward forward equation; Nonzero sum stochastic differential game; Open loop Nash equilibrium point

Indexed keywords

EID: 0002441602     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(98)00038-6     Document Type: Article

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