Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers | |
R. Buckdahn; J. Li | |
刊名 | Nonlinear differential equations and applications: NoDEA
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2009 | |
卷号 | 16期号:3页码:381-420 |
关键词 | Stochastic differential games Zero-sum games Value function Reflected backward stochastic differential equations Dynamic programming principle Isaacs equations with obstacles Viscosity solution |
DOI | 10.1007/s00030-009-0022-0 |
URL标识 | 查看原文 |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/5534380 |
专题 | 山东大学 |
作者单位 | 1.Département de Mathématiques, Université de Bretagne Occidentale, 6, avenue Victor-le-Gorgeu, CS 93837, 29238 Brest Cedex 3, France 2.[ Li |
推荐引用方式 GB/T 7714 | R. Buckdahn,J. Li. Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers[J]. Nonlinear differential equations and applications: NoDEA,2009,16(3):381-420. |
APA | R. Buckdahn,&J. Li.(2009).Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers.Nonlinear differential equations and applications: NoDEA,16(3),381-420. |
MLA | R. Buckdahn,et al."Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers".Nonlinear differential equations and applications: NoDEA 16.3(2009):381-420. |
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