AbstractUnder smooth assumptions and notably the Isaacs's condition on the Hamiltonian, we prove the existence of a saddle-point for the “mixed” zero-sum stochastic differential game with payoffJ(u,τ;v,σ)=E(u,v)∫0τ∧σf(s,X,us,vs)ds+Lτ1[τ⩽σ,σ<T]+Uσ1[σ<τ]+ξ1[τ∧σ=T].The main tool is the notion of double barrier reflected backward SDEs
30 pages.In this paper we study zero-sum two-player stochastic differential games with jumps with th...
30 pages.In this paper we study zero-sum two-player stochastic differential games with jumps with th...
International audienceIn the present work, we consider 2-person zero-sum stochastic differential gam...
AbstractUnder smooth assumptions and notably the Isaacs's condition on the Hamiltonian, we prove the...
International audienceIn the present work, we consider 2-person zero-sum stochastic differential gam...
We study a class of reflected backward stochastic differential equations with nonpositive jumps and ...
We study a class of reflected backward stochastic differential equations with nonpositive jumps and ...
We study a class of reflected backward stochastic differential equations with nonpositive jumps and ...
We study a class of reflected backward stochastic differential equations with nonpositive jumps and ...
We study a class of reflected backward stochastic differential equations with nonpositive jumps and ...
We study zero-sum stochastic differential games in a bounded domain with reflecting boundary conditi...
We study zero-sum stochastic differential games in a bounded domain with reflecting boundary conditi...
We study zero-sum stochastic differential games in a bounded domain with reflecting boundary conditi...
30 pages.In this paper we study zero-sum two-player stochastic differential games with jumps with th...
30 pages.In this paper we study zero-sum two-player stochastic differential games with jumps with th...
30 pages.In this paper we study zero-sum two-player stochastic differential games with jumps with th...
30 pages.In this paper we study zero-sum two-player stochastic differential games with jumps with th...
International audienceIn the present work, we consider 2-person zero-sum stochastic differential gam...
AbstractUnder smooth assumptions and notably the Isaacs's condition on the Hamiltonian, we prove the...
International audienceIn the present work, we consider 2-person zero-sum stochastic differential gam...
We study a class of reflected backward stochastic differential equations with nonpositive jumps and ...
We study a class of reflected backward stochastic differential equations with nonpositive jumps and ...
We study a class of reflected backward stochastic differential equations with nonpositive jumps and ...
We study a class of reflected backward stochastic differential equations with nonpositive jumps and ...
We study a class of reflected backward stochastic differential equations with nonpositive jumps and ...
We study zero-sum stochastic differential games in a bounded domain with reflecting boundary conditi...
We study zero-sum stochastic differential games in a bounded domain with reflecting boundary conditi...
We study zero-sum stochastic differential games in a bounded domain with reflecting boundary conditi...
30 pages.In this paper we study zero-sum two-player stochastic differential games with jumps with th...
30 pages.In this paper we study zero-sum two-player stochastic differential games with jumps with th...
30 pages.In this paper we study zero-sum two-player stochastic differential games with jumps with th...
30 pages.In this paper we study zero-sum two-player stochastic differential games with jumps with th...
International audienceIn the present work, we consider 2-person zero-sum stochastic differential gam...
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