Optimal stopping for non-linear expectations. II (Q550130): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G40
@@ Property / Mathematics Subject Classification ID: 60G40 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+5918958
@@ Property / zbMATH DE Number: 5918958 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+non-linear expectations
@@ Property / zbMATH Keywords: non-linear expectations / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+optimal stopping
@@ Property / zbMATH Keywords: optimal stopping / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+snell envelope
@@ Property / zbMATH Keywords: snell envelope / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stability
@@ Property / zbMATH Keywords: stability / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+\(g\)-expectations
@@ Property / zbMATH Keywords: \(g\)-expectations / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+W3121220925
@@ Property / OpenAlex ID: W3121220925 / rank @@
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@@ Property / arXiv ID @@
+.3601
@@ Property / arXiv ID: 0905.3601 / rank @@
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@@ Property / cites work @@
+Optimal stopping for non-linear expectations. I
@@ Property / cites work: Optimal stopping for non-linear expectations. I / rank @@
+Normal rank
@@ Property / cites work @@
+Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems
+Normal rank
@@ Property / cites work @@
+A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
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+Quadratic BSDEs with convex generators and unbounded terminal conditions
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@@ Property / cites work @@
+Filtration-consistent nonlinear expectations and related \(g\)-expectations
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@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
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@@ Property / cites work @@
+Q3969647
@@ Property / cites work: Q3969647 / rank @@
+Normal rank
@@ Property / cites work @@
+Convexity, translation invariance and subadditivity for \(g\)-expectations and related risk measures
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Martingale approach to stochastic control with discretionary stopping
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@@ Property / cites work @@
+Q4114574
@@ Property / cites work: Q4114574 / rank @@
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
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@@ Property / cites work @@
+Q4357507
@@ Property / cites work: Q4357507 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4657107
@@ Property / cites work: Q4657107 / rank @@
+Normal rank
@@ Property / cites work @@
+Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
+Normal rank
@@ Property / cites work @@
+Risk measures via \(g\)-expectations
@@ Property / cites work: Risk measures via \(g\)-expectations / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:550130