Abstract:In this paper, an open-loop two-person non-zero sum stochastic differential game is considered for forward-backward stochastic systems. More precisely, the controlled systems are described by a fully coupled nonlinear multi-dimensional forward-backward stochastic differential equation driven by a multi-dimensional Brownian motion. one sufficient (a verification theorem) and one necessary conditions for the existence of open-loop Nash equilibrium points for the corresponding two-person non-zero sum stochastic d… Show more
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