Systems of Bellman equations to stochastic differential games with non-compact coupling (Q977946)

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Systems of Bellman equations to stochastic differential games with non-compact coupling
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    Systems of Bellman equations to stochastic differential games with non-compact coupling (English)
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    23 June 2010
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    Bellman equation
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    nonlinear elliptic and parabolic equations
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    stochastic differential games
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    Hamiltonians
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