Abstract
Given a bounded $\mathcaligr{C}^2$ domain , functions $g\in\mathcaligr{C}(\partial G,{\mathbb{R}})$ and $h\in\mathcaligr {C}(\bar{G},{\mathbb{R}}\setminus\{0\})$, let denote the unique viscosity solution to the equation in with boundary data . We provide a representation for as the value of a two-player zero-sum stochastic differential game.
Connections
Explore this paper’s authors, topics and related work.
Building this map preview
BZPEER is loading the nearby papers, people, topics and institutions for this page.
Reviews 0
Write a review
No reviews yet.
Discussion 0
Add a comment
No comments yet.