Backward stochastic differential equations with reflection and Dynkin games

Annals of Probability

Volumn 24, Issue 4, 1996, Pages 2024-2056

  Cvitanić, Jakša ^a   Karatzas, Ioannis ^a  

^a Columbia University ^*  (United States)

Author keywords

Backward SDE's; Dynkin games; Optimal stopping; Reflecting barriers

Indexed keywords

EID: 0030360242     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1041903216     Document Type: Article

References (19)

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