SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Stochastic differential games · Study

ArticleShelves

ArticleStochastic differential games

Avner Friedman1972

OA

Articlebronze1972

Stochastic differential games

119 citations·0/0 files stored·Journal of Differential Equations

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Game Theory and Applications Guidance and Control Systems

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 119 citations exist upstream.

References

2006Stochastic Differential Equations 1969Diffusion processes with continuous coefficients, I 1974Stochastic Differential Equations

Cited by

2020On the convergence of closed-loop Nash equilibria to the mean field game limit 1974Nonlinear variational inequalities and differential games with stopping times 2011Noncooperative Differential Games 1999Nonzero sum linear–quadratic stochastic differential games and backward–forward equations 1998Backward–forward SDE’s and stochastic differential games 2020Advertising and quality improving strategies in a supply chain when facing potential crises 1977Informationally Nonunique Equilibrium Solutions in Differential Games 2018Linear–quadratic stochastic two-person nonzero-sum differential games: Open-loop and closed-loop Nash equilibria

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1978Sur l'int�grabilit� uniforme des martingales exponentiellesarticle · 2 shared references 2007Discrete-time approximation of decoupled Forward–Backward SDE with jumpsarticle · 2 shared references 1981The Malliavin calculus, a functional analytic approacharticle · 2 shared references 2001An equilibrium model of irreversible investmentarticle · 2 shared references 2006Efficient stochastic sensitivity analysis of discrete event systemsarticle · 2 shared references 2005Multivariate Jacobi process with application to smooth transitionsarticle · 2 shared references

Details

Year1972

Typearticle

Published1972-01-01

VenueJournal of Differential Equations

ISSN-L0022-0396

Languageen

Citations119

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1016/0022-0396(72)90082-4

openalex_workW2005303193

Links

Imported from OpenAlex (CC0) — nothing here is generated.