The Mixed Zero-Sum Stochastic Differential Game in the Model with Jumps (Q5198520): Difference between revisions

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+https://doi.org/10.1007/978-0-8176-8089-3_5
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+W143353594
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+Backward stochastic differential equations and integral-partial differential equations
+Normal rank
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+Q5515835
@@ Property / cites work: Q5515835 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3953613
@@ Property / cites work: Q3953613 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4086511
@@ Property / cites work: Q4086511 / rank @@
+Normal rank
@@ Property / cites work @@
+BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations.
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@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Reflected backward stochastic differential equation with jumps and RCLL obstacle
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@@ Property / cites work @@
+Mixed Zero-Sum Stochastic Differential Game and American Game Options
+Normal rank
@@ Property / cites work @@
+BSDEs with two reflecting barriers driven by a Brownian and a Poisson noise and related Dynkin game
+Normal rank
@@ Property / cites work @@
+Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis
+Normal rank
@@ Property / cites work @@
+Reflected BSDEs and mixed game problem
@@ Property / cites work: Reflected BSDEs and mixed game problem / rank @@
+Normal rank
@@ Property / cites work @@
+Reflected Backward SDEs with General Jumps
@@ Property / cites work: Reflected Backward SDEs with General Jumps / rank @@
+Normal rank
@@ Property / cites work @@
+Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
+Normal rank
@@ Property / cites work @@
+Applied stochastic control of jump diffusions.
@@ Property / cites work: Applied stochastic control of jump diffusions. / rank @@
+Normal rank
@@ Property / cites work @@
+Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
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@@ Property / cites work @@
+Reflected backward stochastic differential equations with two RCLL barriers
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5198520