A Zero-Sum Poisson Stopping Game with Asymmetric Signal Rates

Abstract The objective of this paper is to study a class zero-sum optimal stopping games diffusions under so-called Poisson constraint: the players are allowed stop only at arrival times their respective Poissonian signal processes. These processes can have different intensities, which makes game setting asymmetric. We give weak and easily verifiable set sufficient condition we derive semi-explicit solution in terms minimal r -excessive functions diffusion. also limiting properties solutions with respect intensities illustrate our main findings explicit examples.