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"Stochastic Differential Games and Viscosity Solutions of ..."

Rainer Buckdahn, Juan Li (2008)

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DOI: 10.1137/060671954

access: closed

type: Journal Article

metadata version: 2020-07-09

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Rainer Buckdahn, Juan Li:
Stochastic Differential Games and Viscosity Solutions of Hamilton--Jacobi--Bellman--Isaacs Equations. SIAM J. Control. Optim. 47(1): 444-475 (2008)

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