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

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