Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers

Nonlinear Differential Equations and Applications

Volumn 16, Issue 3, 2009, Pages 381-420

  Buckdahn, Rainer ^a   Li, Juan ^b  

^a UNIVERSITÉ DE BRETAGNE OCCIDENTALE   (France)

^b SHANDONG UNIVERSITY   (China)

Author keywords

Dynamic programming principle; Isaacs equations with obstacles; Reflected backward stochastic differential equations; Stochastic differential games; Value function; Viscosity solution; Zero sum games

Indexed keywords

EID: 70349811505     PISSN: 10219722     EISSN: 14209004     Source Type: Journal    
DOI: 10.1007/s00030-009-0022-0     Document Type: Article

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