Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty (Q452084)
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scientific article; zbMATH DE number 6084111
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| English | Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty |
scientific article; zbMATH DE number 6084111 |
Statements
Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty (English)
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19 September 2012
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backward stochastic differential equations
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reflecting barrier
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Dynkin game
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Knightian uncertainty
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0.8802530765533447
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0.8622370362281799
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0.8546685576438904
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0.8537988066673279
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0.8471965789794922
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