BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game (Q841484)
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scientific article; zbMATH DE number 5604490
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| English | BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game |
scientific article; zbMATH DE number 5604490 |
Statements
BSDEs with two RCLL reflecting obstacles driven by Brownian motion and Poisson measure and a related mixed zero-sum game (English)
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17 September 2009
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backward stochastic differential equation
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penalization
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Mokobodski's hypothesis
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Snell envelope
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zero-sum mixed differential-integral game
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0.8909853100776672
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0.8800815939903259
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0.8575060367584229
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0.8575060367584229
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0.8533440828323364
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