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Volumn 85, Issue 2, 2000, Pages 177-188

Reflected BSDEs and mixed game problem

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EID: 17944391410     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(99)00072-1     Document Type: Article
Times cited : (128)

References (16)
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    • Cvitanic, J.1    Karatzas, I.2
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    • On the existence of optimal policies in stochastic control
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    • Davis, M.H.A.1
  • 6
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    • Optimal play in a stochastic differential game
    • Davis, M.H.A., Elliott, R., 1981. Optimal play in a stochastic differential game. SIAM JCO 19(4).
    • (1981) SIAM JCO , vol.19 , Issue.4
    • Davis, M.H.A.1    Elliott, R.2
  • 7
    • 0016900193 scopus 로고
    • The existence of value in stochastic differential games
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    • (1976) SIAM JCO , vol.14 , Issue.1
    • Elliott, R.1
  • 10
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    • El-Karoui, N., 1979. Les aspects probabilistes du contrôle stochastique. In: Ecole d'Eté de Saint-Flour, Lecture Notes in Mathematics, Vol. 876. Springer, Berlin, pp. 73-238.
    • (1979) Lecture Notes in Mathematics , vol.876 , pp. 73-238
    • El-Karoui, N.1
  • 11
    • 0031483012 scopus 로고    scopus 로고
    • Reflected solutions of backward SDE's, and related obstacle problems for PDE's
    • El-Karoui N., Kapoudjian C., Pardoux E., Peng S., Quenez M.-C. Reflected solutions of backward SDE's, and related obstacle problems for PDE's. Ann. Probab. 25(2):1997;702-737.
    • (1997) Ann. Probab. , vol.25 , Issue.2 , pp. 702-737
    • El-Karoui, N.1    Kapoudjian, C.2    Pardoux, E.3    Peng, S.4    Quenez, M.-C.5
  • 12
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    • Zero-sum stochastic differential games and backward equations
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    • (1995) Stochastics and Stochastic Reports , vol.54 , pp. 221-231
    • Hamadène, S.1    Lepeltier, J.-P.2
  • 15
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    • Adapted solutions of a backward stochastic differential equation
    • Pardoux E., Peng S. Adapted solutions of a backward stochastic differential equation. Systems Control Lett. 14:1990;55-61.
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.