most citedA probabilistic approach to large time behaviour of mild solutions of Hamilton-Jacobi-Bellman equations in infinite dimension

10 citations · 23 across the 6 of their papers we have counts for

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math.OC2010★ 3 cited

Integral-Partial Differential Equations of Isaacs' Type Related to Stochastic Differential Games with Jumps

Rainer Buckdahn, Ying Hu, Juan Li

In this paper we study zero-sum two-player stochastic differential games with jumps with the help of theory of Backward Stochastic Differential Equations (BSDEs). We generalize the…