Stochastic differential games with competing Brownian particles and related Isaacs' equations (Q3176440)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential games with competing Brownian particles and related Isaacs' equations |
scientific article |
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Stochastic differential games with competing Brownian particles and related Isaacs' equations (English)
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20 July 2018
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competing Brownian particles
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dynamic programming principle
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generalized backward stochastic differential equations
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partial differential equations
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stochastic differential games
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