Non-linear Dynkin games over split stopping times
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Publication:2105396
DOI10.1016/j.spl.2022.109721zbMath1499.60132OpenAlexW4306975317MaRDI QIDQ2105396
Publication date: 8 December 2022
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2022.109721
doubly reflected backward stochastic differential equationsnon-linear Dynkin gamesplit stopping times
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15)
Cites Work
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