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Dynkin games in a general framework - MaRDI portal

Dynkin games in a general framework

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Publication:5891432

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DOI10.1080/17442508.2013.850203zbMath1298.60051OpenAlexW4213128846MaRDI QIDQ5891432

Magdalena Kobylanski, Marc Roger de Campagnolle, Marie-Claire Quenez

Publication date: 14 August 2014

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2013.850203

zbMATH Keywords

optimal stopping Dynkin games stopping times

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic games, stochastic differential games (91A15) Probabilistic games; gambling (91A60) Games of timing (91A55)

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