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20152024
most citedBackward stochastic differential equations with conditional reflection and related recursive optimal control problems

1 citations · 2 across the 7 of their papers we have counts for

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math.OC2021

Value existence for zero-sum ergodic stochastic differential games

Juan Li, Wenqiang Li, Yanwei Li +1

In this paper we investigate two-player zero-sum stochastic differential games with an ergodic payoff, in which the diffusion coefficient does not need to be non-degenerate. We fir…