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20242026
most citedConditional stochastic differential equations driven by fractional Brownian motion

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math.OC2025

SPDE Games Driven by a Brownian Sheet with Applications to Pollution Minimization

Nacira Agram, Bernt Øksendal, Frank Proske +1

This paper studies a nonzero-sum stochastic differential game in the context of shared spatial-domain pollution control. The pollution dynamics are governed by a stochastic partial…