A probabilistic approach to second order variational inequalities with bilateral constraints (Q1425696): Difference between revisions

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Latest revision as of 15:18, 6 June 2024

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A probabilistic approach to second order variational inequalities with bilateral constraints
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    A probabilistic approach to second order variational inequalities with bilateral constraints (English)
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    17 March 2004
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    variational inequalities
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    viscosity solution
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    stochastic differential game
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    stopping time
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    saddle point equilibrium
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    Hamilton-Jacobi-Isaacs equations
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