2 papers
math.PR2024
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 -expectation on a finite interval , with payoff càdlàg processes of class (D) which are not imposed to satis…
math.PR2022
A priori estimates for multidimensional BSDEs with integrable data
Tomasz Klimsiak, Maurycy Rzymowski
We study Backward Stochastic Differential Equations on a probability space equipped with a Brownian filtration. We assume that the terminal value and the generator at zero are mere…