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Stochastic differential games with reflection and related obstacle problems for Isaacs equations

✍ Scribed by Rainer Buckdahn; Juan Li

Publisher: Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year: 2011
Tongue: English
Weight: 450 KB
Volume: 27
Category: Article
ISSN: 0168-9673
DOI: 10.1007/s10255-011-0068-8

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Some aspects of the Isaacs principle of transition and his main equation for differential games are considered to demonstrate that those equations contain some implicit assumptions, and are valid under certain contiguity condition which is defined and analyzed for differential games. The notion of t