Dynkin games in a general framework-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Dynkin games in a general framework

Published:2013-04-10 Issue:2 Volume:86 Page:304-329
ISSN:1744-2508
Container-title:Stochastics
language:en
Short-container-title:Stochastics

Author:

Kobylanski Magdalena¹,Quenez Marie-Claire²,de Campagnolle Marc Roger³

Affiliation:

1. LAMA – UMR 8050, Université Paris Est, Paris, France

2. Laboratoire de Probabilitès et Modèles Aléatoires (L.P.M.A.), Université Denis Diderot, Paris 7/Inria, France

3. Laboratoire de Probabilitès et Modèles Aléatoires (L.P.M.A.), Université Denis Diderot, Paris 7, France

Publisher

Informa UK Limited

Subject

Modelling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/17442508.2013.778860

Reference13 articles.

1. M.Alario-Nazaret, J.P.Lepeltier, and B.Marchal, Dynkin Games, in 2e Bad Honnef Workshop on Stochastic Processes. Lecture Notes in Control and Information Sciences, Vol. 43, Springer-Verlag, Berlin, 1982, pp. 23–32.

2. Sur un problème de dynkin

3. Contr�le de processus alternants et applications

4. Backward stochastic differential equations with reflection and Dynkin games

5. C.Dellacherie and P.A.Meyer, Probabilité et Potentiel, Chapters I–IV, Nouvelle édition, Hermann, Paris, 1977, MR0488194.

Cited by 23 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Reflected and Doubly Reflected Backward Stochastic Differential Equations with Irregular Obstacles and a Large Set of Stopping Strategies;Journal of Theoretical Probability;2024-04-11

2. Non-linear Dynkin games over split stopping times;Statistics & Probability Letters;2023-02

3. Rule Enforcing Through Ordering;Lecture Notes in Computer Science;2023

4. RBSDEs with optional barriers: monotone approximation;Probability, Uncertainty and Quantitative Risk;2022

5. Approximation of value function of differential game with minimal cost;Vestnik Udmurtskogo Universiteta. Matematika. Mekhanika. Komp'yuternye Nauki;2021-12

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3