Pages that link to "Item:Q839520"
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The following pages link to Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers (Q839520):
Displaying 13 items.
- Proving regularity of the minimal probability of ruin via a game of stopping and control (Q484214) (← links)
- Some recent aspects of differential game theory (Q545655) (← links)
- Stochastic representation for solutions of Isaacs' type integral-partial differential equations (Q645592) (← links)
- Doubly reflected BSDEs with integrable parameters and related Dynkin games (Q744973) (← links)
- Numerical scheme for Dynkin games under model uncertainty (Q1663906) (← links)
- Stochastic differential games with reflection and related obstacle problems for Isaacs equations (Q1942154) (← links)
- Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games (Q2021394) (← links)
- A representation theorem approach to probabilistic interpretation for viscosity solutions of Isaacs equations (Q2079550) (← links)
- American options in a non-linear incomplete market model with default (Q2239267) (← links)
- Probabilistic interpretation of a system of coupled Hamilton-Jacobi-Bellman-Isaacs equations (Q4999594) (← links)
- A kind of stochastic recursive Zero-Sum differential game problem with double obstacles constraint (Q5078029) (← links)
- Nash Equilibrium Payoffs for Stochastic Differential Games with two Reflecting Barriers (Q5262445) (← links)
- Nonlinear BSDEs with two optional Doob's class barriers satisfying weak Mokobodzki's condition and extended Dynkin games (Q6058510) (← links)
