Nie, Tianyang; Rutkowski, Marek - In: Stochastic Processes and their Applications 124 (2014) 8, pp. 2672-2698
We examine the connections between a novel class of multi-person stopping games with redistribution of payoffs and multi-dimensional reflected BSDEs in discrete- and continuous-time frameworks. Our goal is to provide an essential extension of classic results for two-player stopping games (Dynkin...