Search Results - subject:"Young measure"

Disintegration of young measures and nonlinear analysis

Maruyama, Tōru - In: Advances in mathematical economics 23 (2020), pp. 223-312

Persistent link: https://www.econbiz.de/10012172599

Cooperative equilibria of finite games with incomplete information

Noguchi, Mitsunori - In: Journal of Mathematical Economics 55 (2014) C, pp. 4-10

Recently, Askoura et al. (2013) proved the nonemptiness of the α-core of a finite Bayesian game GR with Young measure … proofs hinge on an iterated version of Lyapunov’s theorem for Young measures to purify partially as well as fully Young … measure strategies in an expected payoff function, which is a main methodological contribution of this paper. …

Persistent link: https://www.econbiz.de/10011118007

Weak solutions of backward stochastic differential equations with continuous generator

Bouchemella, Nadira; Raynaud de Fitte, Paul - In: Stochastic Processes and their Applications 124 (2014) 1, pp. 927-960

We prove the existence of a weak solution to a backward stochastic differential equation (BSDE) Yt=ξ+∫tTf(s,Xs,Ys,Zs)ds−∫tTZsdWs in a finite-dimensional space, where f(t,x,y,z) is affine with respect to z, and satisfies a sublinear growth condition and a continuity condition. This...

Persistent link: https://www.econbiz.de/10011064920

Cooperative equilibria of finite games with incomplete information

Noguchi, Mitsunori - In: Journal of mathematical economics 55 (2014), pp. 4-10

Persistent link: https://www.econbiz.de/10011297085

Convergence of a misanthrope process to the entropy solution of 1D problems

Eymard, R.; Roussignol, M.; Tordeux, A. - In: Stochastic Processes and their Applications 122 (2012) 11, pp. 3648-3679

flows. The convergence proof relies on the uniqueness of entropy Young measure solutions to the nonlinear hyperbolic …

Persistent link: https://www.econbiz.de/10011065078