Nonlinear BSDEs with two optional Doob's class barriers satisfying weak Mokobodzki's condition and extended Dynkin games (Q6058510): Difference between revisions

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Revision as of 10:19, 30 July 2024

scientific article; zbMATH DE number 7758727
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Nonlinear BSDEs with two optional Doob's class barriers satisfying weak Mokobodzki's condition and extended Dynkin games
scientific article; zbMATH DE number 7758727

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    Nonlinear BSDEs with two optional Doob's class barriers satisfying weak Mokobodzki's condition and extended Dynkin games (English)
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    1 November 2023
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    reflected backward stochastic differential equations
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    optional barriers
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    Dynkin games
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    nonlinear expectation
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