Doubly reflected BSDEs with integrable parameters and related Dynkin games (Q744973): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Doubly reflected BSDEs with integrable parameters and related Dynkin games |
scientific article |
Statements
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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