Euler–Lagrange equations of stochastic differential games: Application to a game of a productive asset

  1. Josa-Fombellida, R.
  2. Rincón-Zapatero, J.P.
Journal:
Economic Theory

ISSN: 1432-0479,  0938-2259

Year of publication: 2015

Volume: 59

Issue: 1

Pages: 61-108

Type: Article

DOI: 10.1007/S00199-015-0873-Z GOOGLE SCHOLAR