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Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers
R. Buckdahn; J. Li
刊名Nonlinear differential equations and applications: NoDEA
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
DOI10.1007/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
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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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