Optimal stopping for non-linear expectations. I (Q550129): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60G40 / rank | |||
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| Property / zbMATH DE Number: 5918957 / rank | |||
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nonlinear expectations | |||
| Property / zbMATH Keywords: nonlinear expectations / rank | |||
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optimal stopping | |||
| Property / zbMATH Keywords: optimal stopping / rank | |||
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Snell envelope | |||
| Property / zbMATH Keywords: Snell envelope / rank | |||
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stability | |||
| Property / zbMATH Keywords: stability / rank | |||
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\(g\)-expectations | |||
| Property / zbMATH Keywords: \(g\)-expectations / rank | |||
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Revision as of 13:26, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping for non-linear expectations. I |
scientific article |
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Optimal stopping for non-linear expectations. I (English)
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8 July 2011
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nonlinear expectations
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optimal stopping
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Snell envelope
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stability
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\(g\)-expectations
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