Stochastic representation for solutions of Isaacs’ type integral–partial differential equations
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Reference19 articles.
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3. I.H. Biswas, On zero-sum stochastic differential games with jump–diffusion driven state: a viscosity solution framework, Preprint, 2009.
4. Nash equilibrium payoffs for nonzero-sum stochastic differential games;Buckdahn;SIAM J. Control Optim.,2004
5. Stochastic differential games and viscosity solutions of Hamilton–Bellman–Isaacs equations;Buckdahn;SIAM J. Control Optim.,2008
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