3 citations · 6 across the 3 of their papers we have counts for
3 papers
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.PR2007★ 3 cited
Mean-Field Backward Stochastic Differential Equations and Related Partial Differential Equations
Rainer Buckdahn, Juan Li, Shige Peng
In [5] the authors obtained Mean-Field backward stochastic differential equations (BSDE) associated with a Mean-field stochastic differential equation (SDE) in a natural way as lim…
math.PR2007★ 1 cited
Stochastic Differential Games with Reflection and Related Obstacle Problems for Isaacs Equations
Rainer Buckdahn, Juan Li
In this paper we first investigate zero-sum two-player stochastic differential games with reflection with the help of theory of Reflected Backward Stochastic Differential Equations…