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

Acta Mathematicae Applicatae Sinica, English Series - Tập 27 Số 4 - Trang 647-678 - 2011
Rainer Buckdahn1,2, Juan Li2,3
1Département de Mathématiques, Université de Bretagne Occidentale, Brest Cedex, France
2Institute for Advanced Study, Shangdong University, Jinan, China
3School of Mathematics and Statistics, Shandong University at Weihai, Weihai, China

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