Stochastic representation for solutions of Isaacs' type integral-partial differential equations

DOI10.1016/j.spa.2011.07.011zbMath1243.91011OpenAlexW2005040225MaRDI QIDQ645592

Rainer Buckdahn, Juan Li, Ying Hu

Publication date: 10 November 2011

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2011.07.011

zbMATH Keywords

viscosity solutionbackward stochastic differential equationsvalue functionintegralpartial differential operatorsstochastic differential gamesPoisson random measuredynamic programming principle

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Stochastic games, stochastic differential games (91A15)

Related Items (16)

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