Related Dynkin games for doubly reflected BSDEs under weak assumptions

Cilt: 1 Sayı: 3 1 Eylül 2016
  • İmen Hassairi
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Related Dynkin games for doubly reflected BSDEs under weak assumptions

Öz

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.

Anahtar Kelimeler

Ayrıntılar

Birincil Dil

İngilizce

Konular

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Bölüm

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Yazarlar

İmen Hassairi Bu kişi benim

Yayımlanma Tarihi

1 Eylül 2016

Gönderilme Tarihi

1 Eylül 2016

Kabul Tarihi

-

Yayımlandığı Sayı

Yıl 2016 Cilt: 1 Sayı: 3

Kaynak Göster

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 (01 Eylül 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, c. 1, sy 3, ss. 1–4, Eyl. 2016, [çevrimiçi]. Erişim adresi: 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 (01 Eylül 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, c. 1, sy 3, Eylül 2016, ss. 1-4, https://izlik.org/JA54AK88AP.
Vancouver
1.İmen Hassairi. Related Dynkin games for doubly reflected BSDEs under weak assumptions. CMMA [Internet]. 01 Eylül 2016;1(3):1-4. Erişim adresi: https://izlik.org/JA54AK88AP