Variational inequalities and Dynkin games for Markov processes associated with semi-Dirichlet forms
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Publication:6670907
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Cites work
- scientific article; zbMATH DE number 3894188 (Why is no real title available?)
- scientific article; zbMATH DE number 3296964 (Why is no real title available?)
- Dirichlet forms and symmetric Markov processes.
- Dynkin's games and Israeli options
- Introduction to the theory of (non-symmetric) Dirichlet forms
- Nonlinear variational inequalities and differential games with stopping times
- On Dynkin games with incomplete information
- On an optimal stopping problem and a variational inequality
- On multidimensional diffusion processes with jumps
- Optimal Stopping Games for Markov Processes
- Optimal stopping games and Nash equilibrium
- Properties of game options
- Semi-Dirichlet forms and Markov processes
- Stochastic games and variational inequalities
- Symmetric Markov processes, time change, and boundary theory
- Variational Inequalities and Optimization for Markov Processes Associated with Semi-Dirichlet Forms
- Zero-sum Markov games with stopping and impulsive strategies
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