Verification Theorem Related to a Zero Sum Stochastic Differential Game Via Fukushima-Dirichlet Decomposition-Reference-Cited by-同舟云学术

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Verification Theorem Related to a Zero Sum Stochastic Differential Game Via Fukushima-Dirichlet Decomposition

Published:2024 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Ciccarella Carlo,Russo Francesco

Publisher

Elsevier BV

Reference37 articles.

1. Nonzero-sum stochastic differential games with impulse controls: A verification theorem with applications;R A�d;Mathematics of Operations Research,2019

2. A note on time-dependent additive functionals;A Barrasso;Communications on Stochastic Analysis

3. Martingale driven BSDEs, PDEs and other related deterministic problems;A Barrasso;Stochastic Processes and their Applications,2021

4. Nash equilibrium payoffs for nonzero-sum stochastic differential games;R Buckdahn;SIAM Journal on Control and Optimization,2004

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