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20022011
most citedMean-field backward stochastic differential equations: A limit approach

322 citations

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math.PR2011★ 2 cited

A BSDE approach to stochastic differential games with incomplete information

Christine Grün

We consider a two-player zero-sum stochastic differential game in which one of the players has a private information on the game. Both players observe each other, so that the non-i…