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Optimal stopping and stochastic control differential games for jump diffusions

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https://hal-uphf.archives-ouvertes.fr/hal-03149926
Contributor : Frédéric Pruvost Connect in order to contact the contributor
Submitted on : Tuesday, February 23, 2021 - 2:00:25 PM
Last modification on : Tuesday, October 19, 2021 - 6:38:16 PM

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  • HAL Id : hal-03149926, version 1

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Isabelle Turpin, Fouzia Baghery, S. Haadem, Bernt Oksendal. Optimal stopping and stochastic control differential games for jump diffusions. Stochastics, 2013, 85, pp.85-97. ⟨hal-03149926⟩

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