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

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Latest revision as of 15:47, 4 July 2024

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Stochastic representation for solutions of Isaacs' type integral-partial differential equations
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    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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