Variational inequalities and Dynkin games for Markov processes associated with semi-Dirichlet forms
From MaRDI portal
Publication:6670907
DOI10.1215/00192082-11670783MaRDI QIDQ6670907FDOQ6670907
Authors: Takumu Ooi, Toshihiro Uemura 
Publication date: 24 January 2025
Published in: Illinois Journal of Mathematics (Search for Journal in Brave)
Recommendations
- Variational Inequalities and Optimization for Markov Processes Associated with Semi-Dirichlet Forms
- scientific article; zbMATH DE number 3894188
- Publication:4730571
- Dynkin Games via Dirichlet Forms and Singular Control of One-Dimensional Diffusions
- Refined Solutions of Time Inhomogeneous Optimal Stopping Games via Dirichlet Form
Dirichlet forms (31C25) Variational inequalities (49J40) Dirichlet form methods in Markov processes (60J46)
Cites Work
- Introduction to the theory of (non-symmetric) Dirichlet forms
- Nonlinear variational inequalities and differential games with stopping times
- Symmetric Markov processes, time change, and boundary theory
- Title not available (Why is that?)
- Dirichlet forms and symmetric Markov processes.
- Semi-Dirichlet forms and Markov processes
- On Dynkin games with incomplete information
- Optimal stopping games and Nash equilibrium
- Optimal Stopping Games for Markov Processes
- Dynkin's games and Israeli options
- On multidimensional diffusion processes with jumps
- Stochastic games and variational inequalities
- Zero-sum Markov games with stopping and impulsive strategies
- Properties of game options
- On an optimal stopping problem and a variational inequality
- Title not available (Why is that?)
- Variational Inequalities and Optimization for Markov Processes Associated with Semi-Dirichlet Forms
This page was built for publication: Variational inequalities and Dynkin games for Markov processes associated with semi-Dirichlet forms
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6670907)
