One-dimensional game-theoretic differential equations
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DOI: 10.1016/j.ijar.2021.03.003
Abstract: Abstract We provide a very brief introduction to typical paths and the corresponding Ito type integration. Relying on this robust Ito integration, we prove an existence and uniqueness result for one-dimensional differential equations driven by… read more here.
Keywords: dimensional game; one dimensional; game theoretic; theoretic differential ... See more keywords