24 citations · 66 across the 29 of their papers we have counts for
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math.PR2014
Approximating the value functions for stochastic differential games with the ones having bounded second derivatives
N. V. Krylov
We show a method of uniform approximation of the value functions of uniformly nondegenerate stochastic differential games in smooth domains up to a constant over with the ones…
math.PR2014
On the independence of the value function for stochastic differential games of the probability space
N. V. Krylov
We show that the value function in a stochastic differential game does not change if we keep the same space but introduce probability measures by means of Girsano…