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Dynkin games and martingale methods - MaRDI portal

Dynkin games and martingale methods (Q3685772)

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English
Dynkin games and martingale methods
scientific article

    Statements

    title
    Dynkin games and martingale methods (English)
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    author
    Hiroaki Morimoto
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    published in
    Stochastics
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    publication date
    1984
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    zbMATH Keywords
    non-Markov stochastic games
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    stopping times
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    existence of a saddle-point
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    Identifiers

    Mathematics Subject Classification ID
    60G40
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    60G44
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    91A15
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    zbMATH DE Number
    3909454
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    OpenAlex ID
    W1973434578
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