A kind of stochastic recursive Zero-Sum differential game problem with double obstacles constraint

DOI10.1080/03610926.2019.1618477OpenAlexW2947657784WikidataQ127760079 ScholiaQ127760079MaRDI QIDQ5078029

Zhen Wu, Zhenda Xu

Publication date: 20 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2019.1618477

zbMATH Keywords

sufficient conditionrecursive utilitystochastic zero-sum differential gamedoubly reflected backward stochastic differential equationmixed differential game

Mathematics Subject Classification ID

Statistics (62-XX)

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