Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty (Q452084)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty |
scientific article |
Statements
Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty (English)
0 references
19 September 2012
0 references
backward stochastic differential equations
0 references
reflecting barrier
0 references
Dynkin game
0 references
Knightian uncertainty
0 references
