An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications
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Title
An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications
Authors
Keywords
Mean-field backward stochastic differential equation, Asymmetric information, Nash equilibrium point, Maximum principle, Filter
Journal
Advances in Difference Equations
Volume 2019, Issue 1, Pages -
Publisher
Springer Science and Business Media LLC
Online
2019-06-17
DOI
10.1186/s13662-019-2166-5
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