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Now showing items 1741-1750 of 3781
(Research report / Forskningsrapport, 1983)
(Research report / Forskningsrapport, 1983)
(Research report / Forskningsrapport, 1985)
(Research report / Forskningsrapport, 1987)
(Research report / Forskningsrapport, 1982)
(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)
We study stochastic differential games of jump diffusions, where the players have access to inside information. Our approach is based on anticipative stochastic calculus, white noise, Hida–Malliavin calculus, forward ...
(Research report / Forskningsrapport, 1993)
(Research report / Forskningsrapport, 1978)
(Research report / Forskningsrapport, 2007)
In this paper we first deal with the problem of optimal control for zero-sum stochastic differential games. We give a necessary and sufficient maximum principle for that problem with partial information. Then we use the ...
(Master thesis / Masteroppgave, 2009)
New challenges within statistical sciences have arisen with the explosive growth of information. Classical methods are not designed for these kinds of problems and may not be possible to use or may not behave as expected. ...