Dynkin game under \(g\)-expectation in continuous time
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Publication:2189342
DOI10.1007/s40065-020-00281-2zbMath1455.60078OpenAlexW3124561513MaRDI QIDQ2189342
Publication date: 15 June 2020
Published in: Arabian Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40065-020-00281-2
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Games in extensive form (91A18) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)
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Cites Work
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