Stochastic differential games with reflection and related obstacle problems for Isaacs equations (Q1942154)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential games with reflection and related obstacle problems for Isaacs equations |
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Stochastic differential games with reflection and related obstacle problems for Isaacs equations (English)
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18 March 2013
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stochastic differential games
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value function
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reflected backward stochastic differential equations
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dynamic programming principle
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Isaacs equations with obstacles
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viscosity solution
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