Dynkin game under g-expectation in continuous time

DOI10.1007/S40065-020-00281-2MaRDI QIDQ2189342zbMATH OpenOpenAlexFDO

Authors Helin Wu, Yong Ren, Feng Hu

Publication date 15 June 2020

Published in Arabian Journal of Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s40065-020-00281-2

zbMATH Keywords

backward stochastic differential equationDynkin game

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Games in extensive form (91A18) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

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Cited in

(7)

• A Dynkin game under Knightian uncertainty
• Non-linear Dynkin games over split stopping times
• Mixed generalized Dynkin game and stochastic control in a Markovian framework
• Generalized Dynkin games and doubly reflected BSDEs with jumps
• The Multiplayer Nonzero-Sum Dynkin Game in Continuous Time
• The Continuous Time Nonzero-Sum Dynkin Game Problem and Application in Game Options
• On the robust Dynkin game

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