Doubly reflected BSDEs with integrable parameters and related Dynkin games (Q744973)
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scientific article
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| English | Doubly reflected BSDEs with integrable parameters and related Dynkin games |
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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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0.8764159679412842
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0.8651043176651001
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0.8443160057067871
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0.8373801708221436
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0.8323286175727844
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