{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,7,21]],"date-time":"2026-07-21T09:01:03Z","timestamp":1784624463727,"version":"3.55.0"},"reference-count":40,"publisher":"Society for Industrial & Applied Mathematics (SIAM)","issue":"4","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["SIAM J. Control Optim."],"published-print":{"date-parts":[[2026,8,31]]},"abstract":"<jats:p>Abstract.<\/jats:p>\n                  <jats:p>We obtain a verification theorem for solving a Dynkin game driven by a L\u00e9vy process. The result requires finding two averaging functions that, composed, respectively, with the supremum and the infimum of the process, summed, and taking the expectation, provide the value function of the game. The optimal stopping rules are the respective hitting times of the support sets of the averaging functions. We also provide some hints to understand in which type of problems the verification result can be used. The proof relies on fluctuation identities of the underlying L\u00e9vy process. We illustrate our result with examples, three of them with affine payoffs for different processes and a fourth consisting of a mathematical finance application. The smooth pasting property of the solutions is not always present.<\/jats:p>","DOI":"10.1137\/24m1706025","type":"journal-article","created":{"date-parts":[[2026,7,21]],"date-time":"2026-07-21T08:01:37Z","timestamp":1784620897000},"page":"2715-2736","source":"Crossref","is-referenced-by-count":0,"title":["Dynkin Games for L\u00e9vy Processes"],"prefix":"10.1137","volume":"64","author":[{"ORCID":"https:\/\/orcid.org\/0000-0002-6525-1383","authenticated-orcid":true,"given":"Laura","family":"Aspirot","sequence":"first","affiliation":[{"name":"Instituto de Estad\u00edstica, Facultad de Ciencias Econ\u00f3micas y de Administraci\u00f3n, Universidad de la Rep\u00fablica, Gonzalo Ram\u00edrez 1926, Montevideo, Uruguay."}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Ernesto","family":"Mordecki","sequence":"additional","affiliation":[{"name":"Centro de Matem\u00e1tica, Facultad de Ciencias, Universidad de la Rep\u00fablica, Igu\u00e1 4225, Montevideo, Uruguay."}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Andr\u00e9s","family":"Sosa","sequence":"additional","affiliation":[{"name":"Instituto de Estad\u00edstica, Facultad de Ciencias Econ\u00f3micas y de Administraci\u00f3n, Universidad de la Rep\u00fablica, Gonzalo Ram\u00edrez 1926, Montevideo, Uruguay."}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"351","published-online":{"date-parts":[[2026,7,21]]},"reference":[{"key":"ref1","doi-asserted-by":"publisher","DOI":"10.1007\/BFb0044285"},{"key":"ref2","doi-asserted-by":"publisher","DOI":"10.1214\/105051605000000377"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.1007\/s00245-008-9035-z"},{"key":"ref4","doi-asserted-by":"publisher","DOI":"10.1016\/j.spa.2003.07.005"},{"key":"ref5","doi-asserted-by":"publisher","DOI":"10.1214\/EJP.v13-484"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.1137\/S0040585X97983778"},{"key":"ref7","series-title":"Cambridge Tracts in Math.","volume-title":"L\u00e9vy Processes","author":"Bertoin J.","year":"1996"},{"key":"ref8","unstructured":"T. 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