Stochastic differential games for fully coupled FBSDEs with jumps (Q2355304)
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scientific article; zbMATH DE number 6461563
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| English | Stochastic differential games for fully coupled FBSDEs with jumps |
scientific article; zbMATH DE number 6461563 |
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Stochastic differential games for fully coupled FBSDEs with jumps (English)
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22 July 2015
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stochastic differential games
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forward-backward stochastic differential equations
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value function
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dynamic programming principle
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Hamilton-Jacobi-Bellman-Isaacs equation
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viscosity solution
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stochastic backward semigroup
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0.8512534499168396
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0.8326966166496277
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0.8304554224014282
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0.8304344415664673
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