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

From MaRDI portal
Set OpenAlex properties.
Importer (talk | contribs)
Changed an Item
Property / arXiv ID
 
Property / arXiv ID: 0905.3601 / rank
 
Normal rank

Revision as of 16:11, 18 April 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
    0 references
    non-linear expectations
    0 references
    optimal stopping
    0 references
    snell envelope
    0 references
    stability
    0 references
    \(g\)-expectations
    0 references
    0 references
    0 references