A Dynkin game under Knightian uncertainty (Q255509): Difference between revisions
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Property / Mathematics Subject Classification ID: 93E20 / rank | |||
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Property / Mathematics Subject Classification ID: 93E03 / rank | |||
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Property / zbMATH DE Number: 6552480 / rank | |||
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backward stochastic partial differential equation | |||
Property / zbMATH Keywords: backward stochastic partial differential equation / rank | |||
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variational inequality | |||
Property / zbMATH Keywords: variational inequality / rank | |||
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Dynkin game | |||
Property / zbMATH Keywords: Dynkin game / rank | |||
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super-parabolicity | |||
Property / zbMATH Keywords: super-parabolicity / rank | |||
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Revision as of 13:14, 27 June 2023
scientific article
Language | Label | Description | Also known as |
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English | A Dynkin game under Knightian uncertainty |
scientific article |
Statements
A Dynkin game under Knightian uncertainty (English)
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9 March 2016
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backward stochastic partial differential equation
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variational inequality
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Dynkin game
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super-parabolicity
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