On Zero-Sum Stochastic Differential Games with Jump-Diffusion Driven State: A Viscosity Solution Framework
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/080720504
Reference24 articles.
1. Viscosity solutions of nonlinear integro-differential equations
2. A new definition of viscosity solutions for a class of second-order degenerate elliptic integro-differential equations
3. Backward stochastic differential equations and integral-partial differential equations
4. On the Dirichlet problem for second-order elliptic integro-differential equations
5. Second-order elliptic integro-differential equations: viscosity solutions' theory revisited
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