Pages that link to "Item:Q674053"
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The following pages link to Zero-sum stochastic differential games and backward equations (Q674053):
Displaying 39 items.
- Homogenization of Multivalued Partial Differential Equations via Reflected Backward Stochastic Differential Equations (Q4450716) (← links)
- Multidimensional backward doubly stochastic differential equations with integral non-Lipschitz coefficients (Q4631798) (← links)
- Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications (Q4678748) (← links)
- Backward equations, stochastic control and zero-sum stochastic differential games (Q4715822) (← links)
- A CLASS OF TWO-PARAMETER BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A BROWNIAN SHEET (Q4796584) (← links)
- Reflected Backward Stochastic Differential Equation with Locally Monotone Coefficient (Q4826126) (← links)
- Dynkin Game of Stochastic Differential Equations with Random Coefficients and Associated Backward Stochastic Partial Differential Variational Inequality (Q4920251) (← links)
- Generalized mean-field backward stochastic differential equations and related partial differential equations (Q5014759) (← links)
- Approximation of BSDE with non Lipschitz coefficient (Q5024368) (← links)
- BSDEs driven by normal martingale (Q5071309) (← links)
- A kind of stochastic recursive Zero-Sum differential game problem with double obstacles constraint (Q5078029) (← links)
- Anticipated backward stochastic differential equations and their applications to zero-sum stochastic differential games (Q5082980) (← links)
- Nash equilibrium payoffs for non-zero-sum stochastic differential games without Isaacs condition (Q5086414) (← links)
- Quadratic BSDEs with jumps and related PIDEs (Q5086911) (← links)
- REFLECTED BSDES WITH STOCHASTIC MONOTONE GENERATOR AND APPLICATION TO VALUING AMERICAN OPTIONS (Q5148000) (← links)
- A Fully Discrete Explicit Multistep Scheme for Solving Coupled Forward Backward Stochastic Differential Equations (Q5156963) (← links)
- Explicit High Order One-Step Methods for Decoupled Forward Backward Stochastic Differential Equations (Q5157090) (← links)
- Infinite horizon reflected backward stochastic differential equations with Markov chains (Q5160260) (← links)
- Existence of Nash equilibrium points for Markovian non-zero-sum stochastic differential games with unbounded coefficients (Q5265776) (← links)
- Generalized BSDE with two reflecting barriers (Q5324871) (← links)
- Multi-valued backward stochastic differential equations driven by<i>G</i>-Brownian motion and its applications (Q5348413) (← links)
- L<sup>p</sup>-SOLUTIONS FOR REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS (Q5389121) (← links)
- Approximation Scheme for Solutions of BSDEs with Two Reflecting Barriers (Q5443465) (← links)
- An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach (Q5502184) (← links)
- REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A LÉVY PROCESS (Q5851002) (← links)
- Zero-sum risk-sensitive stochastic differential games with reflecting diffusions in the orthant (Q5854407) (← links)
- Numerical Approximation of the Value of a Stochastic Differential Game with Asymmetric Information (Q5858105) (← links)
- One kind of linear-quadratic zero-sum stochastic differential game with jumps (Q5863725) (← links)
- Existence and uniqueness for reflected BSDE with multivariate point process and right upper semicontinuous obstacle (Q6062261) (← links)
- Generalized backward doubly stochastic differential equations driven by Lévy processes with discontinuous and linear growth coefficients (Q6091973) (← links)
- Penalization method for reflected BDSDEs with two-sided jumps and driven by Lévy process (Q6105320) (← links)
- Reflected generalized discontinuous BSDEs with rcll barrier and an obstacle problem of IPDE with nonlinear Neumann boundary conditions (Q6157630) (← links)
- Backward stochastic evolution inclusions in UMD Banach spaces (Q6187606) (← links)
- Reflections on BSDEs (Q6545184) (← links)
- Doubly reflected generalized BSDEs with jumps and an obstacle problem of parabolic IPDEs with nonlinear Neumann boundary conditions (Q6554577) (← links)
- Stochastic differential games with controlled regime-switching (Q6563145) (← links)
- Backward stochastic differential equations with non-Lipschitz time delayed generators (Q6570429) (← links)
- Mixed zero-sum stochastic differential game and doubly reflected BSDEs with a specific generator (Q6581704) (← links)
- Two-player zero-sum stochastic differential games with regime switching and corresponding Hamilton-Jacobi-Bellman-Isaacs' equations (Q6599738) (← links)
