Variational inequalities and Dynkin games for Markov processes associated with semi-Dirichlet forms

DOI10.1215/00192082-11670783MaRDI QIDQ6670907

Toshihiro Uemura, Takumu Ooi

Publication date: 24 January 2025

Published in: Illinois Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

variational inequalitiesMarkov processessemi-Dirichlet forms

Mathematics Subject Classification ID

Variational inequalities (49J40) Dirichlet forms (31C25) Dirichlet form methods in Markov processes (60J46)

Cites Work

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• Optimal Stopping Games and Nash Equilibrium
• Variational Inequalities and Optimization for Markov Processes Associated with Semi-Dirichlet Forms
• Optimal Stopping Games for Markov Processes

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