Optimal stopping with random maturity under nonlinear expectations (Q2360243): Difference between revisions
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Revision as of 17:38, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping with random maturity under nonlinear expectations |
scientific article |
Statements
Optimal stopping with random maturity under nonlinear expectations (English)
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30 June 2017
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discretionary stopping
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random maturity
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controls in weak formulation
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optimal stopping
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nonlinear expectation
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weak stability under pasting
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Lipschitz continuous stopping time
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dynamic programming principle
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martingale approach
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