A Type of Time-Symmetric Stochastic System and Related Games

A Type of Time-Symmetric Stochastic System and Related Games

This paper is concerned with a type of time-symmetric stochastic system, namely the so-called forward–backward doubly stochastic differential equations (FBDSDEs), in which the forward equations are delayed doubly stochastic differential equations (SDEs) and the backward equations are anticipated bac...

Full description

Bibliographic Details
Main Authors: Qingfeng Zhu, Yufeng Shi, Jiaqiang Wen, Hui Zhang
Format: Article
Language:English
Published: MDPI AG 2021-01-01
Series:Symmetry
Subjects:
backward doubly stochastic differential equations
stochastic differential game
maximum principle
Nash equilibrium point
time-delayed generator
Online Access:https://www.mdpi.com/2073-8994/13/1/118

Similar Items

Similar Items