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BSDEs with two RCLL Reflecting Obstacles driven by a Brownian Motion and Poisson Measure and related Mixed Zero-Sum Games
BSDEs RCLL Reflecting Obstacles driven Brownian Motion Poisson Measure related Mixed Zero-Sum Games
2010/12/17
In this paper we study Backward Stochastic Differential Equations with two reflecting right continuous with left limits obstacles (or barriers) when the noise is given by Brownian motion and a Poisson...