Representation of limit values for nonexpansive stochastic differential games

DOI10.1016/j.jde.2020.12.009zbMath1477.60084MaRDI QIDQ2219043

Juan Li, Nana Zhao, Rainer Buckdahn

Publication date: 19 January 2021

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jde.2020.12.009

zbMATH Keywords

stochastic differential games; limit value; stochastic nonexpansivity condition; radial monotonicity of Hamiltonians

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60K35: Interacting random processes; statistical mechanics type models; percolation theory

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