Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty (Q452084)
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scientific article; zbMATH DE number 6084111
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty |
scientific article; zbMATH DE number 6084111 |
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Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty (English)
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19 September 2012
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backward stochastic differential equations
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reflecting barrier
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Dynkin game
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Knightian uncertainty
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