On Zero-Sum Stochastic Differential Games with Jump-Diffusion Driven State: A Viscosity Solution Framework (Q3143239)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Zero-Sum Stochastic Differential Games with Jump-Diffusion Driven State: A Viscosity Solution Framework |
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On Zero-Sum Stochastic Differential Games with Jump-Diffusion Driven State: A Viscosity Solution Framework (English)
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29 November 2012
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stochastic differential games
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Lévy processes
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dynamic programming
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integro-partial differential equation
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viscosity solutions
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