On coupled systems of Kolmogorov equations with applications to stochastic differential games

DOI10.1051/cocv/2016019zbMath1371.35144arXiv1506.04845OpenAlexW2215376844MaRDI QIDQ5269839

Luca Lorenzi, Davide Addona, Luciana Angiuli, Gianmario Tessitore

Publication date: 28 June 2017

Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1506.04845

zbMATH Keywords

semilinear systemscompactnessstochastic gamesunbounded coefficientsevolution operatorsgradient estimatesnonautonomous parabolic systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear operators defined by compactness properties (47B07) Stochastic games, stochastic differential games (91A15) Initial value problems for second-order parabolic systems (35K45) Semilinear parabolic equations (35K58)

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