Pages that link to "Item:Q4711492"
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The following pages link to Stochastic differential games and viscosity solutions of Isaacs equations (Q4711492):
Displaying 23 items.
- Robust utility maximization for a diffusion market model with misspecified coefficients (Q354194) (← links)
- Viscosity solutions of monotonic functional parabolic PDE (Q705110) (← links)
- Solvability of uniformly elliptic fully nonlinear PDE (Q849242) (← links)
- On the regularity of viscosity solutions of fully nonlinear elliptic equations (Q999915) (← links)
- Robust portfolio decisions for financial institutions (Q1714474) (← links)
- Interior pointwise \(C^{2 , \alpha}\) regularity for fully nonlinear elliptic equations (Q2105518) (← links)
- Dynamic asset allocation with relative wealth concerns in incomplete markets (Q2181530) (← links)
- Regularity properties for a class of non-uniformly elliptic Isaacs operators (Q2305523) (← links)
- Stochastic differential games with asymmetric information (Q2391246) (← links)
- Robust control of parabolic stochastic partial differential equations under model uncertainty (Q2415097) (← links)
- On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains and the Isaacs equations (Q2447298) (← links)
- On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains (Q2447713) (← links)
- Zero-sum path-dependent stochastic differential games in weak formulation (Q2657913) (← links)
- On the second order derivatives of solutions of a special Isaacs equation (Q2790260) (← links)
- The minmax principle and $W^{2,p}$ regularity for solutions of the simplest Isaacs equations (Q2845555) (← links)
- On derivatives with illiquid underlying and market manipulation (Q3088325) (← links)
- On uniqueness and existence of viscosity solutions of fully nonlinear second-order elliptic PDE's (Q3788376) (← links)
- A representation formula and regularizing properties for viscosity solutions of second-order fully nonlinear degenerate parabolic equations (Q4328313) (← links)
- Zero-Sum Stochastic Differential Games Without the Isaacs Condition: Random Rules of Priority and Intermediate Hamiltonians (Q4568055) (← links)
- Two-player zero-sum stochastic differential games with random horizon (Q5203980) (← links)
- Value functions and the Dirichlet problem for Isaacs equation in a smooth domain (Q5322884) (← links)
- Zero-sum risk-sensitive stochastic differential games with reflecting diffusions in the orthant (Q5854407) (← links)
- On a family of fully nonlinear integrodifferential operators: from fractional Laplacian to nonlocal Monge-Ampère (Q6201396) (← links)
