A Dynkin game under Knightian uncertainty (Q255509)
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scientific article; zbMATH DE number 6552480
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Dynkin game under Knightian uncertainty |
scientific article; zbMATH DE number 6552480 |
Statements
A Dynkin game under Knightian uncertainty (English)
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9 March 2016
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backward stochastic partial differential equation
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variational inequality
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Dynkin game
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super-parabolicity
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