8 citations · 11 across the 2 of their papers we have counts for
2 papers
math.PR2012★ 8 cited
Two Person Zero-sum Game in Weak Formulation and Path Dependent Bellman-Isaacs Equation
Triet Pham, Jianfeng Zhang
In this paper we study a two person zero sum stochastic differential game in weak formulation. Unlike standard literature which uses strategy type of controls, the weak formulation…
math.PR2011★ 3 cited
Some Norm Estimates for Semimartingales
Triet Pham, Jianfeng Zhang
In this paper we introduce a new type of norms for semimartingales, under both linear and nonlinear expectations. Our norm is defined in the spirit of quasimartingales, and it char…