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

From MaRDI portal
Importer (talk | contribs)
Changed an Item
Normalize DOI.
 
(6 intermediate revisions by 6 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.spa.2010.10.002 / rank
Normal rank
 
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3121220925 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 0905.3601 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal stopping for non-linear expectations. I / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: A converse comparison theorem for BSDEs and related properties of \(g\)-expectation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quadratic BSDEs with convex generators and unbounded terminal conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Filtration-consistent nonlinear expectations and related \(g\)-expectations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward Stochastic Differential Equations in Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3969647 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convexity, translation invariance and subadditivity for \(g\)-expectations and related risk measures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4002114 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingale approach to stochastic control with discretionary stopping / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4114574 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adapted solution of a backward stochastic differential equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4357507 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4657107 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk measures via \(g\)-expectations / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.SPA.2010.10.002 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 21:13, 9 December 2024

scientific article
Language Label Description Also known as
English
Optimal stopping for non-linear expectations. II
scientific article

    Statements

    Optimal stopping for non-linear expectations. II (English)
    0 references
    0 references
    0 references
    8 July 2011
    0 references
    non-linear expectations
    0 references
    optimal stopping
    0 references
    snell envelope
    0 references
    stability
    0 references
    \(g\)-expectations
    0 references

    Identifiers