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• W4293066054 abstract "The main objective of this paper is to show a certain representation theorem for generators of generalized backward stochastic differential equations (GBSDEs) and its application to probabilistic interpretation for viscosity solutions of Hamilton-Jacobi-Bellman-Isaacs equations with nonlinear Neumann boundary value problems. In the representation theorem a time change method is adopted to treat the difficulty brought from the random measure contained in GBSDEs. By means of the representation theorem the viscosity solution of Isaacs equations with nonlinear Neumann problems is proved to be the value function of a two-player zero-sum stochastic differential game problem with state constraints and recursive cost functionals." @default.
• W4293066054 created "2022-08-26" @default.
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• W4293066054 date "2023-01-01" @default.
• W4293066054 modified "2023-10-16" @default.
• W4293066054 title "A representation theorem approach to probabilistic interpretation for viscosity solutions of Isaacs equations" @default.
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• W4293066054 doi "https://doi.org/10.1016/j.jmaa.2022.126610" @default.
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