BSDEs with two reflecting barriers driven by a Brownian and a Poisson noise and related Dynkin game
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Publication:850396
zbMath1184.91038MaRDI QIDQ850396
Mohammed Hassani, Said Hamadène
Publication date: 3 November 2006
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/116758
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic games, stochastic differential games (91A15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Probabilistic games; gambling (91A60)
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