Stochastic differential games with reflection and related obstacle problems for Isaacs equations (Q1942154): Difference between revisions

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Latest revision as of 07:31, 6 July 2024

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Stochastic differential games with reflection and related obstacle problems for Isaacs equations
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    Stochastic differential games with reflection and related obstacle problems for Isaacs equations (English)
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    18 March 2013
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    stochastic differential games
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    value function
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    reflected backward stochastic differential equations
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    dynamic programming principle
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    Isaacs equations with obstacles
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    viscosity solution
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