Stochastic Differential Game for Linear Markov Switching System with Poisson Jumps and Its Application to Financial Market

YANG Lu,ZHANG Chengke, ZHU Huainian

Journal of Systems Science and Mathematical Sciences ›› 2018, Vol. 38 ›› Issue (5) : 537-552.

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中国科学院数学与系统科学研究院期刊网
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Journal of Systems Science and Mathematical Sciences ›› 2018, Vol. 38 ›› Issue (5) : 537-552. DOI: 10.12341/jssms13399

Stochastic Differential Game for Linear Markov Switching System with Poisson Jumps and Its Application to Financial Market

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2018, 38(5): 537-552 https://doi.org/10.12341/jssms13399

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