Doubly reflected BSDEs with integrable parameters and related Dynkin games (Q744973): Difference between revisions

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Latest revision as of 21:57, 10 July 2024

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Doubly reflected BSDEs with integrable parameters and related Dynkin games
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    Doubly reflected BSDEs with integrable parameters and related Dynkin games (English)
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    12 October 2015
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    doubly reflected backward stochastic differential equations
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    Dynkin games
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    \(g\)-evaluation
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    \(g\)-expectation
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    penalization
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    optimal stopping problems
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    saddle points
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