{"paper":{"title":"Generalized Dynkin Games and Doubly Reflected BSDEs with Jumps","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Agn\\`Es Sulem, Marie-Claire Quenez, Roxana Dumitrescu","submitted_at":"2013-10-10T10:43:37Z","abstract_excerpt":"We introduce a generalized Dynkin game problem with non linear conditional expectation ${\\cal E}$ induced by a Backward Stochastic Differential Equation (BSDE) with jumps. Let $\\xi, \\zeta$ be two RCLL adapted processes with $\\xi \\leq \\zeta$. The criterium is given by \\begin{equation*}\n  {\\cal J}_{\\tau, \\sigma}= {\\cal E}_{0, \\tau \\wedge \\sigma } \\left(\\xi_{\\tau}\\textbf{1}_{\\{ \\tau \\leq \\sigma\\}}+\\zeta_{\\sigma}\\textbf{1}_{\\{\\sigma<\\tau\\}}\\right)\n  \\end{equation*} where $\\tau$ and $ \\sigma$ are stopping times valued in $[0,T]$. Under Mokobodski's condition, we establish the existence of a value f"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1310.2764","kind":"arxiv","version":2},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}