On zero-sum stochastic differential games with jump-diffusion driven state: a viscosity solution framework (Q3143239)
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| English | On zero-sum stochastic differential games with jump-diffusion driven state: a viscosity solution framework |
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On Zero-Sum Stochastic Differential Games with Jump-Diffusion Driven State: A Viscosity Solution Framework (English)
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29 November 2012
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stochastic differential games
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Lévy processes
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dynamic programming
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integro-partial differential equation
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viscosity solutions
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0.8509887456893921
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0.8306309580802917
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0.8249906897544861
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0.8137472867965698
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