Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection-Reference-Cited by-同舟云学术

Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection

Published:2014-08 Issue:8 Volume:124 Page:2672-2698
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Nie Tianyang^ORCID,Rutkowski Marek

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference52 articles.

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5. A general theory of finite state backward stochastic difference equations;Cohen;Stochastic Process. Appl.,2010

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