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Dynkin Game of Stochastic Differential Equations with Random Coefficients and Associated Backward Stochastic Partial Differential Variational Inequality
16 references·0 citing·32 second hop
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References

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  • 2006Optimal stopping and free-boundary problems1,068 cited
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  • 2009Utility Maximization with Habit Formation: Dynamic Programming and Stochastic PDEs

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74 cited
  • 1982Zero-sum Markov games with stopping and impulsive strategies73 cited
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