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scientific article; zbMATH DE number 6174809
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scientific article; zbMATH DE number 6174809

    Statements

    author
    Ioannis Karatzas
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    Qing-Hua Li
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    publication date
    12 June 2013
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    Mathematics Subject Classification ID
    91A15
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    91A23
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    60H10
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    60G40
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    49N70
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    zbMATH DE Number
    6174809
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    zbMATH Keywords
    backward stochastic differential equations
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    stochastic games
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    bob-zero-sum
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    reflecting barrier
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    Markovian system
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    control
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