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(Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2016)
We study stochastic differential games of jump diffusions, where the players have access to inside information. Our approach is based on anticipative stochastic calculus, white noise, Hida–Malliavin calculus, forward ...
(Journal article / Tidsskriftartikkel / SubmittedVersion, 2016)
We combine stochastic control methods, white noise analysis, and Hida–Malliavin calculus applied to the Donsker delta functional to obtain explicit representations of semimartingale decompositions under enlargement of ...