Dynkin Game of Stochastic Differential Equations with Random Coefficients and Associated Backward Stochastic Partial Differential Variational Inequality (Q4920251)
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scientific article; zbMATH DE number 6163670
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynkin Game of Stochastic Differential Equations with Random Coefficients and Associated Backward Stochastic Partial Differential Variational Inequality |
scientific article; zbMATH DE number 6163670 |
Statements
Dynkin Game of Stochastic Differential Equations with Random Coefficients and Associated Backward Stochastic Partial Differential Variational Inequality (English)
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16 May 2013
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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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superparabolicity
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