most citedMean-Field Backward Stochastic Differential Equations and Related Partial Differential Equations

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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…