Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty-Reference-Cited by-同舟云学术

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Reflected backward stochastic differential equations with two barriers and Dynkin games under Knightian uncertainty

Published:2012-09 Issue:6 Volume:136 Page:709-729
ISSN:0007-4497
Container-title:Bulletin des Sciences Mathématiques
language:en
Short-container-title:Bulletin des Sciences Mathématiques

Author:

Yin Juliang

Publisher

Elsevier BV

Subject

General Mathematics

Reference22 articles.

1. Backward stochastic differential equations with two reflecting barriers and continuous with quadratic growth coefficient;Bahlali;Stochastic Process. Appl.,2005

2. Backward stochastic differential equations with reflection and Dynkin games;Cvitanić;Ann. Probab.,1996

3. Reflected solutions of backward SDEʼs, and related obstacle problems for PDEʼs;El Karoui;Ann. Probab.,1997

4. Reflected backward stochastic differential equation with jumps and RCLL obstacle;Essaky;Bull. Sci. Math.,2008

5. Reflected backward SDEʼs and mixed game problems;Hamadène;Stochastic Process. Appl.,2000

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. Numerical scheme for Dynkin games under model uncertainty;Electronic Journal of Probability;2018-01-01

2. On the robust Dynkin game;The Annals of Applied Probability;2017-06-01

3. On the Robust Dynkin Game;SSRN Electronic Journal;2015

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