Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty
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Publication:452084
DOI10.1016/j.bulsci.2012.02.003zbMath1254.60067OpenAlexW2050433507MaRDI QIDQ452084
Publication date: 19 September 2012
Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.bulsci.2012.02.003
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15)
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Cites Work
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