Stochastic representation for solutions of Isaacs’ type integral–partial differential equations
Year of publication: |
2011
|
---|---|
Authors: | Buckdahn, Rainer ; Hu, Ying ; Li, Juan |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 121.2011, 12, p. 2715-2750
|
Publisher: |
Elsevier |
Subject: | Stochastic differential games | Poisson random measure | Value function | Backward stochastic differential equations | Dynamic programming principle | Integral–partial differential operators | Viscosity solution |
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