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

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+User’s guide to viscosity solutions of second order partial differential equations
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+A representation formula and regularizing properties for viscosity solutions of second-order fully nonlinear degenerate parabolic equations
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+On the Optimal Stopping Time Problem for Degenerate Diffusions
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+Zero-sum Markov games with stopping and impulsive strategies
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+Another approach to the existence of value functions of stochastic differential games
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