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Zero-sum path-dependent stochastic differential games in weak formulation
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References

  • 1997Backward Stochastic Differential Equations in Finance2,339 cited
  • 1995Dynamic Programming and Pricing of Contingent Claims in an Incomplete Market649 cited
  • 1996Optional decomposition of supermartingales and hedging contingent claims in incomplete security markets324 cited
  • 1972The existence of value in differential games294 cited
  • 2011Wellposedness of second order backward SDEs289 cited
  • 2019Functional Itô calculus257 cited
  • 1971Existence of Optimal Stochastic Control Laws246 cited
  • 2006Second‐order backward stochastic differential equations and fully nonlinear parabolic PDEs239 cited
  • 1995Zero-sum stochastic differential games and backward equations235 cited
  • 1973Dynamic Programming Conditions for Partially Observable Stochastic Systems225 cited
  • 2017Backward Stochastic Differential Equations216 cited
  • 2010Martingale representation theorem for the G -expectation201 cited
  • 2008Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations200 cited
  • 1961The convergence problem for differential games197 cited
  • 1981Stochastic Integration and $L^p$-Theory of Semimartingales179 cited

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  • 2016Viscosity solutions of fully nonlinear parabolic path dependent PDEs: Part II156 cited
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