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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"},"verification_status":{"content_addressed":true,"pith_receipt":true,"author_attested":false,"weak_author_claims":0,"strong_author_claims":0,"externally_anchored":false,"storage_verified":false,"citation_signatures":0,"replication_records":0,"graph_snapshot":true,"references_resolved":false,"formal_links_present":false},"canonical_record":{"source":{"id":"1310.2764","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2013-10-10T10:43:37Z","cross_cats_sorted":[],"title_canon_sha256":"6e9ce6e96ebf9cea6c273fe3260037a462de26b7b48e7a92cf631a24818f2eb3","abstract_canon_sha256":"04a7bb2630295ce612c74dcd9dc6f06404432c3cbe109e5a4977f60ca9f60d6c"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T02:41:10.277609Z","signature_b64":"10G3+wySYiJYrP1YAmu6U8dZsE9II3jidoWfJrQ5tKEom0mxzBf86ge0iOgslq0iH+6kS8Poim7fUV9ez0iDCQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"d4501c3438d171ff41c4a9e96576076e29179b522739afebb425c4f005802fd1","last_reissued_at":"2026-05-18T02:41:10.277047Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T02:41:10.277047Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"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 $[0,T]$. 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