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

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-.1007/s10255-011-0068-8
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-Rainer Buckdahn
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+Backward stochastic differential equations and integral-partial differential equations
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+Nash Equilibrium Payoffs for Nonzero-Sum Stochastic Differential Games
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+Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations
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+Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers
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+User’s guide to viscosity solutions of second order partial differential equations
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+Backward stochastic differential equations with reflection and Dynkin games
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+Backward Stochastic Differential Equations in Finance
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+Q4356589
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+Q4205251
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+Zero-sum stochastic differential games and backward equations
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+Reflected BSDEs and mixed game problem
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+Q4357505
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+Switching Games of Stochastic Differential Systems
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+Q3992729
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+A decomposition of the Brownian path
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+Adapted solution of a backward stochastic differential equation
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+A Generalized dynamic programming principle and hamilton-jacobi-bellman equation
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+Dynamic Programming Principle for One Kind of Stochastic Recursive Optimal Control Problem and Hamilton–Jacobi–Bellman Equation
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+.1007/S10255-011-0068-8
@@ Property / DOI: 10.1007/S10255-011-0068-8 / rank @@
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+Publication:1942154