Stochastic differential games involving impulse controls*

Author: Zhang Feng  

Publisher: Edp Sciences

E-ISSN: 1262-3377|17|3|749-760

ISSN: 1292-8119

Source: ESAIM: Control, Optimisation and Calculus of Variations, Vol.17, Iss.3, 2011-08, pp. : 749-760

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Abstract