Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty
type: Item
instance of: scholarly article
title: Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty
zbMATH Open document ID: 1254.60067
author: Juliang Yin
published in: Bulletin des Sciences Mathématiques
publication date: 2012-09-19T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 91A15
Mathematics Subject Classification ID: 60G40
zbMATH DE Number: 6084111
zbMATH Keywords: backward stochastic differential equations
zbMATH Keywords: reflecting barrier
zbMATH Keywords: Dynkin game
zbMATH Keywords: Knightian uncertainty
MaRDI profile type: Publication
full work available at URL: j.bulsci.2012.02.003
OpenAlex ID: W2050433507
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DOI: 10.1016/J.BULSCI.2012.02.003
description: scientific article; zbMATH DE number 6084111