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Related Dynkin games for doubly reflected BSDEs under weak assumptions

Year 2016, Volume: 1 Issue: 3, 1 - 4, 01.09.2016

İmen Hassairi

https://izlik.org/JA54AK88AP

Abstract

We take the results of existence and uniqueness of the solution for doubly reflected backward stochastic differential
equations (BSDEs in short) proved recently by Hassairi in [7], we study its connection with Dynkin games problem under very weak
assumptions. We show in the present paper that this differential game have a value function and a saddle point.

Keywords

Doubly reflected backward SDEs Dynkin game Mokobodzki’s condition local solution

Year 2016, Volume: 1 Issue: 3, 1 - 4, 01.09.2016

İmen Hassairi

https://izlik.org/JA54AK88AP

Abstract

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Details

Other ID JA65VR67TT
Authors

İmen Hassairi This is me

Publication Date September 1, 2016
IZ https://izlik.org/JA54AK88AP
Published in Issue Year 2016 Volume: 1 Issue: 3

Cite

APA Hassairi, İ. (2016). Related Dynkin games for doubly reflected BSDEs under weak assumptions. Communication in Mathematical Modeling and Applications, 1(3), 1-4. https://izlik.org/JA54AK88AP
AMA 1.Hassairi İ. Related Dynkin games for doubly reflected BSDEs under weak assumptions. CMMA. 2016;1(3):1-4. https://izlik.org/JA54AK88AP
Chicago Hassairi, İmen. 2016. “Related Dynkin Games for Doubly Reflected BSDEs under Weak Assumptions”. Communication in Mathematical Modeling and Applications 1 (3): 1-4. https://izlik.org/JA54AK88AP.
EndNote Hassairi İ (September 1, 2016) Related Dynkin games for doubly reflected BSDEs under weak assumptions. Communication in Mathematical Modeling and Applications 1 3 1–4.
IEEE [1]İ. Hassairi, “Related Dynkin games for doubly reflected BSDEs under weak assumptions”, CMMA, vol. 1, no. 3, pp. 1–4, Sept. 2016, [Online]. Available: https://izlik.org/JA54AK88AP
ISNAD Hassairi, İmen. “Related Dynkin Games for Doubly Reflected BSDEs under Weak Assumptions”. Communication in Mathematical Modeling and Applications 1/3 (September 1, 2016): 1-4. https://izlik.org/JA54AK88AP.
JAMA 1.Hassairi İ. Related Dynkin games for doubly reflected BSDEs under weak assumptions. CMMA. 2016;1:1–4.
MLA Hassairi, İmen. “Related Dynkin Games for Doubly Reflected BSDEs under Weak Assumptions”. Communication in Mathematical Modeling and Applications, vol. 1, no. 3, Sept. 2016, pp. 1-4, https://izlik.org/JA54AK88AP.
Vancouver 1.İmen Hassairi. Related Dynkin games for doubly reflected BSDEs under weak assumptions. CMMA [Internet]. 2016 Sep. 1;1(3):1-4. Available from: https://izlik.org/JA54AK88AP