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.
Hassairi, İ. (2016). Related Dynkin games for doubly reflected BSDEs under weak assumptions. Communication in Mathematical Modeling and Applications, 1(3), 1-4.
AMA
Hassairi İ. Related Dynkin games for doubly reflected BSDEs under weak assumptions. CMMA. Eylül 2016;1(3):1-4.
Chicago
Hassairi, İmen. “Related Dynkin Games for Doubly Reflected BSDEs under Weak Assumptions”. Communication in Mathematical Modeling and Applications 1, sy. 3 (Eylül 2016): 1-4.
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
İ. Hassairi, “Related Dynkin games for doubly reflected BSDEs under weak assumptions”, CMMA, c. 1, sy. 3, ss. 1–4, 2016.
ISNAD
Hassairi, İmen. “Related Dynkin Games for Doubly Reflected BSDEs under Weak Assumptions”. Communication in Mathematical Modeling and Applications 1/3 (Eylül 2016), 1-4.
JAMA
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, 2016, ss. 1-4.
Vancouver
Hassairi İ. Related Dynkin games for doubly reflected BSDEs under weak assumptions. CMMA. 2016;1(3):1-4.
