Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games-Reference-Cited by-同舟云学术

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Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games

Published:2021-04 Issue: Volume:134 Page:208-239
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Klimsiak Tomasz

Funder

Narodowe Centrum Nauki

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference46 articles.

1. Dynkin Games;Alario-Nazaret,1982

2. Doubly reflected BSDEs with integrable parameters and related Dynkin games;Bayraktar;Stochastic Process. Appl.,2015

3. Sur un problème de Dynkin;Bismut;Z. Wahrscheinlichkeitstheor. Verwandte Geb.,1977

4. Contrôle de processus alternants et applications;Bismut;Z. Wahrscheinlichkeitstheor. Verwandte Geb.,1979

5. Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers;Buckdahn;Nonlinear Differ. Equ. Appl.,2009

Cited by 3 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. Reflections on BSDEs;Electronic Journal of Probability;2024-01-01

2. Nonlinear BSDEs with Two Optional Doob’s Class Barriers Satisfying Weak Mokobodzki’s Condition and Extended Dynkin Games;Applied Mathematics & Optimization;2023-09-20

3. Long-time asymptotic behaviour of the value function in nonlinear stopping problems;Latin American Journal of Probability and Mathematical Statistics;2022

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