Generalized Dynkin games and doubly reflected BSDEs with jumps

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Date
2016Dewey
Probabilités et mathématiques appliquéesSujet
Dynkin game; mixed game problem; nonlinear expectation; g-evaluation; doubly reflected BSDEs; partial integro-differential variational inequalities; game optionJournal issue
Electronic Journal of ProbabilityVolume
21Number
2016Publication date
2016Publisher
Electronic Journal of Probability and Electronic Communications in ProbabilityCollections
Metadata
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Dumitrescu, Roxana
60 CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Quenez, Marie-Claire
102 Laboratoire de Probabilités et Modèles Aléatoires [LPMA]
Sulem, Agnès
34587 INRIA Rocquencourt