A kind of stochastic recursive Zero-Sum differential game problem with double obstacles constraint

DOI10.1080/03610926.2019.1618477MaRDI QIDQ5078029zbMATH OpenOpenAlexWikidataFDO

Authors Zhen Wu, Zhenda Xu

Publication date 20 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2019.1618477

zbMATH Keywords

doubly reflected backward stochastic differential equationmixed differential gamerecursive utilitystochastic zero-sum differential gamesufficient condition

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• Stochastic Differential Utility
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• Zero-sum stochastic differential games and backward equations

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