Stochastic representation for solutions of Isaacs' type integral-partial differential equations (Q645592): Difference between revisions

@@ Property / DOI @@
-.1016/j.spa.2011.07.011
@@ Property / DOI: 10.1016/j.spa.2011.07.011 / rank @@
-Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and integral-partial differential equations
+Normal rank
@@ Property / cites work @@
+Second-order elliptic integro-differential equations: viscosity solutions' theory revisited
+Normal rank
@@ Property / cites work @@
+Nash Equilibrium Payoffs for Nonzero-Sum Stochastic Differential Games
+Normal rank
@@ Property / cites work @@
+Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations
+Normal rank
@@ Property / cites work @@
+Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers
+Normal rank
@@ Property / cites work @@
+User’s guide to viscosity solutions of second order partial differential equations
+Normal rank
@@ Property / cites work @@
+Q3396313
@@ Property / cites work: Q3396313 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4205251
@@ Property / cites work: Q4205251 / rank @@
+Normal rank
@@ Property / cites work @@
+Zero-sum stochastic differential games and backward equations
+Normal rank
@@ Property / cites work @@
+Q4357505
@@ Property / cites work: Q4357505 / rank @@
+Normal rank
@@ Property / cites work @@
+Switching Games of Stochastic Differential Systems
+Normal rank
@@ Property / cites work @@
+Q4368791
@@ Property / cites work: Q4368791 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton-Jacobi-Bellman equations
+Normal rank
@@ Property / cites work @@
+Risk minimizing portfolios and HJBI equations for stochastic differential games
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+A Generalized dynamic programming principle and hamilton-jacobi-bellman equation
+Normal rank
@@ Property / cites work @@
+Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
+Normal rank
@@ Property / DOI @@
+.1016/J.SPA.2011.07.011
@@ Property / DOI: 10.1016/J.SPA.2011.07.011 / rank @@
+Normal rank