Stochastic representation for solutions of Isaacs' type integral-partial differential equations (Q645592): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.spa.2011.07.011 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2005040225 / rank | |||
Normal rank | |||
Revision as of 02:09, 20 March 2024
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)
0 references
10 November 2011
0 references
stochastic differential games
0 references
Poisson random measure
0 references
value function
0 references
backward stochastic differential equations
0 references
dynamic programming principle
0 references
integral
0 references
partial differential operators
0 references
viscosity solution
0 references
