Pages that link to "Item:Q674053"
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The following pages link to Zero-sum stochastic differential games and backward equations (Q674053):
Displayed 8 items.
- Reflected Backward Stochastic Differential Equation with Locally Monotone Coefficient (Q4826126) (← links)
- Existence of Nash equilibrium points for Markovian non-zero-sum stochastic differential games with unbounded coefficients (Q5265776) (← links)
- Generalized BSDE with two reflecting barriers (Q5324871) (← links)
- Multi-valued backward stochastic differential equations driven by<i>G</i>-Brownian motion and its applications (Q5348413) (← links)
- L<sup>p</sup>-SOLUTIONS FOR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS (Q5389121) (← links)
- Approximation Scheme for Solutions of BSDEs with Two Reflecting Barriers (Q5443465) (← links)
- An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach (Q5502184) (← links)
- REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A LÉVY PROCESS (Q5851002) (← links)