BibTex RIS Kaynak Göster

Related Dynkin games for doubly reflected BSDEs under weak assumptions

Yıl 2016, Cilt: 1 Sayı: 3, 1 - 4, 01.09.2016

İmen Hassairi

https://izlik.org/JA54AK88AP

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

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

Yıl 2016, Cilt: 1 Sayı: 3, 1 - 4, 01.09.2016

İmen Hassairi

https://izlik.org/JA54AK88AP

Öz

Toplam 0 adet kaynakça vardır.

Ayrıntılar

Diğer ID JA65VR67TT
Yazarlar

İmen Hassairi Bu kişi benim

Yayımlanma Tarihi 1 Eylül 2016
IZ https://izlik.org/JA54AK88AP
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.Hassairi İ. 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