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

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+Optimal stopping for non-linear expectations. I
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+Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems
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+Filtration-consistent nonlinear expectations and related \(g\)-expectations
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+Backward Stochastic Differential Equations in Finance
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+Martingale approach to stochastic control with discretionary stopping
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+Risk measures via \(g\)-expectations
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