| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1156497 | Stochastic Processes and their Applications | 2015 | 18 Pages |
Abstract
We show a method of uniform approximation of the value functions of uniformly nondegenerate stochastic differential games in smooth domains up to a constant over KK with the ones having second-order derivatives bounded by a constant times KK for any K≥1K≥1.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
N.V. Krylov,