Stochastic representation for solutions of Isaacs' type integral-partial differential equations (Q645592)
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scientific article; zbMATH DE number 5969757
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| English | Stochastic representation for solutions of Isaacs' type integral-partial differential equations |
scientific article; zbMATH DE number 5969757 |
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Stochastic representation for solutions of Isaacs' type integral-partial differential equations (English)
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10 November 2011
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stochastic differential games
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Poisson random measure
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value function
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backward stochastic differential equations
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dynamic programming principle
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integral
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partial differential operators
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viscosity solution
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0.8909067511558533
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0.8607792258262634
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0.8606987595558167
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0.8512534499168396
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