Value functions and the Dirichlet problem for Isaacs equation in a smooth domain

Kovats, Jay

doi:10.1090/S0002-9947-09-04732-1

Value functions and the Dirichlet problem for Isaacs equation in a smooth domain
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Trans. Amer. Math. Soc. 361 (2009), 4045-4076 Request permission

Abstract:

In this paper, we investigate probabilistic solutions of the Dirichlet problem for the elliptic Isaacs equation in a smooth bounded domain in Euclidean space.

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