Optimal stopping with random maturity under nonlinear expectations (Q2360243): Difference between revisions

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Latest revision as of 01:19, 14 July 2024

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Optimal stopping with random maturity under nonlinear expectations
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    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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