Dynkin Game of Stochastic Differential Equations with Random Coefficients and Associated Backward Stochastic Partial Differential Variational Inequality
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Publication:4920251
DOI10.1137/110850980zbMath1263.35224arXiv1109.5348OpenAlexW2964001963MaRDI QIDQ4920251
Publication date: 16 May 2013
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1109.5348
Variational and other types of inequalities involving nonlinear operators (general) (47J20) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) PDEs with randomness, stochastic partial differential equations (35R60)
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