322 citations
- Shandong UniversityCN4 papers
- Centre National de la Recherche ScientifiqueFR3 papers
- Laboratoire de Mathématiques Blaise PascalFR2 papers
- Laboratoire de Mathématiques de Bretagne AtlantiqueFR2 papers
- Aalborg UniversityDK1 paper
- Alexandru Ioan Cuza UniversityRO1 paper
- Centre Hospitalier de Bretagne SudFR1 paper
- East Texas A&M UniversityUS1 paper
- KTH Royal Institute of TechnologySE1 paper
- Laboratoire de Mathématiques d'OrsayFR1 paper
- Laboratoire de Mathématiques Jean LerayFR1 paper
- Laboratoire des Sciences et Techniques de l’Information de la Communication et de la ConnaissanceFR1 paper
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math.OC2008★ 2 cited
Probabilistic Interpretation for Systems of Isaacs Equations with Two Reflecting Barriers
Rainer Buckdahn, Juan Li
In this paper we investigate zero-sum two-player stochastic differential games whose cost functionals are given by doubly controlled reflected backward stochastic differential equa…
math.OC2008
A note on the regularity of solutions of Hamilton-Jacobi equations with superlinear growth in the gradient variable
Pierre Cardaliaguet
We investigate the regularity of solutions of first order Hamilton-Jacobi equation with super linear growth in the gradient variable. We show that the solutions are locally Hölder…
math.OC2007★ 2 cited
Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems
Rainer Buckdahn, Marc Quincampoix, Catherine Rainer +1
We provide a short and elementary proof for the recently proved result by G. da Prato and H. Frankowska that -- under minimal assumptions -- a closed set is invariant with respect…