Stochastic representation for solutions of Isaacs' type integral-partial differential equations (Q645592): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic representation for solutions of Isaacs' type integral-partial differential equations |
scientific article |
Statements
Stochastic representation for solutions of Isaacs' type integral-partial differential equations (English)
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10 November 2011
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stochastic differential games
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Poisson random measure
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value function
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backward stochastic differential equations
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dynamic programming principle
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integral
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partial differential operators
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viscosity solution
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