The following pages link to (Q4357505):
Displaying 50 items.
- Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition (Q400582) (← links)
- Second-order BSDEs with general reflection and game options under uncertainty (Q402477) (← links)
- Doubly reflected BSDEs driven by a Lévy process (Q425969) (← links)
- Bang-bang-type Nash equilibrium point for Markovian nonzero-sum stochastic differential game (Q466184) (← links)
- Stochastic differential games with a varying number of players (Q479322) (← links)
- Nash points for nonzero-sum stochastic differential games with separate Hamiltonians (Q483903) (← links)
- Nash equilibrium points of recursive nonzero-sum stochastic differential games with unbounded coefficients and related multiple dimensional bsdes (Q524829) (← links)
- Some recent aspects of differential game theory (Q545655) (← links)
- General existence results for reflected BSDE and BSDE (Q554228) (← links)
- Backward SDEs with two rcll reflecting barriers without Mokobodski's hypothesis (Q616310) (← links)
- Stochastic representation for solutions of Isaacs' type integral-partial differential equations (Q645592) (← links)
- A BSDE approach to Nash equilibrium payoffs for stochastic differential games with nonlinear cost functionals (Q655329) (← links)
- Nash equilibrium payoffs for stochastic differential games with jumps and coupled nonlinear cost functionals (Q744970) (← links)
- Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers (Q839520) (← links)
- Some partially observed multi-agent linear exponential quadratic stochastic differential games (Q1711899) (← links)
- Nonzero sum differential game of mean-field BSDEs with jumps under partial information (Q1718654) (← links)
- One kind of multiple dimensional Markovian BSDEs with stochastic linear growth generators (Q1721897) (← links)
- Existence and uniqueness results for BSDE with jumps: the whole nine yards (Q1722017) (← links)
- Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case (Q1722018) (← links)
- On existence of solutions of BSDEs with continuous coefficient (Q1771298) (← links)
- A partial information non-zero sum differential game of backward stochastic differential equations with applications (Q1941256) (← links)
- Stochastic differential games with reflection and related obstacle problems for Isaacs equations (Q1942154) (← links)
- Reflected forward-backward stochastic differential equations with continuous monotone coefficients (Q1957146) (← links)
- Quasilinear stochastic PDEs with two obstacles: probabilistic approach (Q1994906) (← links)
- Obliquely reflected backward stochastic differential equations (Q2028961) (← links)
- Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games (Q2035157) (← links)
- Dynamic equilibrium of market making with price competition (Q2062249) (← links)
- Switching problems with controlled randomisation and associated obliquely reflected BSDEs (Q2066958) (← links)
- Coupled FBSDEs with measurable coefficients and its application to parabolic PDEs (Q2154437) (← links)
- Sequential systems of reflected backward stochastic differential equations with application to impulse control (Q2156342) (← links)
- Reflected BSDEs in non-convex domains (Q2159261) (← links)
- A BSDE approach to stochastic differential games involving impulse controls and HJBI equation (Q2165425) (← links)
- Zero-sum stochastic differential game in finite horizon involving impulse controls (Q2187339) (← links)
- Discontinuous Nash equilibrium points for nonzero-sum stochastic differential games (Q2229567) (← links)
- Risk-sensitive nonzero-sum stochastic differential game with unbounded coefficients (Q2245622) (← links)
- BSDEs with random default time and related zero-sum stochastic differential games (Q2269672) (← links)
- Nash equilibrium point for one kind of stochastic nonzero-sum game problem and BSDEs (Q2272015) (← links)
- Stochastic differential games for fully coupled FBSDEs with jumps (Q2355304) (← links)
- A zero-sum stochastic differential game with impulses, precommitment, and unrestricted cost functions (Q2422348) (← links)
- Reflected backward SDEs with two barriers under monotonicity and general increasing conditions (Q2471119) (← links)
- Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient (Q2485475) (← links)
- Nonlinear Feynman-Kac formula and discrete-functional-type BSDEs with continuous coeffi\-cients (Q2485765) (← links)
- BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. (Q2574593) (← links)
- Stochastic differential switching game in infinite horizon (Q2633673) (← links)
- Zero-sum path-dependent stochastic differential games in weak formulation (Q2657913) (← links)
- Maximum principle for non-zero sum stochastic differential game with discrete and distributed delays (Q2661897) (← links)
- Weak Solutions of Mean-Field Stochastic Differential Equations and Application to Zero-Sum Stochastic Differential Games (Q3178443) (← links)
- Solvable stochastic differential games in rank one compact symmetric spaces (Q4561192) (← links)
- Infinite horizon impulse control problem with continuous costs, numerical solutions (Q4584684) (← links)
- Backward stochastic differential equations with unbounded generators (Q4630519) (← links)
