A representation theorem approach to probabilistic interpretation for viscosity solutions of Isaacs equations (Q2079550)
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scientific article; zbMATH DE number 7595128
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A representation theorem approach to probabilistic interpretation for viscosity solutions of Isaacs equations |
scientific article; zbMATH DE number 7595128 |
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A representation theorem approach to probabilistic interpretation for viscosity solutions of Isaacs equations (English)
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30 September 2022
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backward stochastic differential equation
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Isaacs equation
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Neumann boundary problem
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viscosity solution
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stochastic differential game
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