Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection
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Publication:402722
DOI10.1016/j.spa.2014.03.009zbMath1329.60110OpenAlexW2030762966MaRDI QIDQ402722
Publication date: 28 August 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2014.03.009
backward stochastic differential equationsoblique reflectionmulti-player stopping gamesredistribution game
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) (n)-person games, (n>2) (91A06) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic games; gambling (91A60)
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