Pages that link to "Item:Q645592"
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The following pages link to Stochastic representation for solutions of Isaacs' type integral-partial differential equations (Q645592):
Displaying 16 items.
- Viscosity solutions of second order integral-partial differential equations without monotonicity condition: A new result (Q334112) (← links)
- Integro-PDE in Hilbert spaces: existence of viscosity solutions (Q345036) (← links)
- Nash equilibrium payoffs for stochastic differential games with jumps and coupled nonlinear cost functionals (Q744970) (← links)
- Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs (Q1660313) (← links)
- Continuous viscosity solutions for nonlocal Dirichlet problems with coercive gradient terms (Q1674586) (← links)
- Controlled mean-field backward stochastic differential equations with jumps involving the value function (Q1691939) (← links)
- Backward reachability approach to state-constrained stochastic optimal control problem for jump-diffusion models (Q2110493) (← links)
- Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations (Q2299580) (← links)
- Stochastic differential games for fully coupled FBSDEs with jumps (Q2355304) (← links)
- Perron's method for nonlocal fully nonlinear equations (Q2362327) (← links)
- \(L^p\) estimates for fully coupled FBSDEs with jumps (Q2436790) (← links)
- Stochastic target games with controlled loss (Q2454400) (← links)
- Probabilistic interpretation of a system of coupled Hamilton-Jacobi-Bellman-Isaacs equations (Q4999594) (← links)
- An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach (Q5502184) (← links)
- A sufficient condition for optimal control problem of fully coupled forward‐backward stochastic systems with jumps: A state‐constrained control approach (Q6054678) (← links)
- Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems (Q6089862) (← links)
