24 citations · 66 across the 29 of their papers we have counts for
Showing 2012 · math.OCShow all
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math.OC2012★ 8 cited
On regularity properties and approximations of value functions for stochastic differential games in domains
N. V. Krylov
We prove that for any constant , the value functions for time homogeneous stochastic differential games in the whole space can be approximated up to a constant over by…
math.OC2012
On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains and the Isaacs equations
N. V. Krylov
We prove the dynamic programming principe for uniformly nondegenerate stochastic differential games in the framework of time-homogeneous diffusion processes considered up to the fi…
math.OC2012
On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains
N. V. Krylov
We prove the dynamic programming principe for uniformly nondegenerate stochastic differential games in the framework of time-homogeneous diffusion processes considered up to the fi…