Mokobodzki's intervals: an approach to Dynkin games when value process is not a semimartingale

Tomasz Klimsiak, Maurycy Rzymowski

We study Dynkin games governed by a nonlinear ${\mathbb{E}}^f$-expectation on a finite interval $[0,T]$, with payoff càdlàg processes $L,U$ of class (D) which are not imposed to satis…