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Stochastic differential games in a non-markovian setting
Erhan Bayraktar,
H. Vincent Poor
Electrical and Computer Engineering
High Meadows Environmental Institute
Center for Statistics & Machine Learning
Research output
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Contribution to journal
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Article
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peer-review
13
Scopus citations
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Keyphrases
Non-Markovian
100%
Stochastic Differential Game
100%
Fractional Brownian Motion
75%
Nash Equilibrium
50%
Stock Prices
50%
Calculus
25%
Diffusion Equation
25%
Markovian
25%
Institutional Investors
25%
Applications in Finance
25%
Hamilton-Jacobi-Bellman Equation
25%
Fractional Noise
25%
Bellman Method
25%
Stateflow
25%
Hamilton-Jacobi-Bellman
25%
Price Modeling
25%
Stochastic Differential
25%
Portfolio Game
25%
Pareto Equilibrium
25%
Mathematics
Stochastic Differential
100%
Differential Game
100%
Fractional Brownian Motion
60%
Nash Equilibrium
40%
Gaussian Distribution
20%
Diffusion Equation
20%
Bellman Equation
20%
Calculus
20%
Economics, Econometrics and Finance
Differential Game
100%
Levy Process
75%
Finance
50%
Nash Equilibrium
50%
Stock Price
50%
Institutional Investor
25%
Social Sciences
Stochastics
100%
Differential Game
100%
Finance
40%
Stock Price
40%
Institutional Investor
20%
Computer Science
Stochastic Differential
100%
Fractional Brownian Motion
60%
Nash Equilibrium
40%
Diffusion Equation
20%