A sequential game and envelopes of stochastic processes (Q3957717)

From MaRDI portal
Revision as of 00:43, 6 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
A sequential game and envelopes of stochastic processes
scientific article

    Statements

    title
    A sequential game and envelopes of stochastic processes (English)
    0 references
    author
    Q593386
    0 references
    published in
    Stochastics
    0 references
    publication date
    1983
    0 references
    Mathematics Subject Classification ID
    60G40
    0 references
    62L15
    0 references
    91A15
    0 references
    91A60
    0 references
    zbMATH DE Number
    3778454
    0 references
    zbMATH Keywords
    sequential game
    0 references
    optimal stopping
    0 references
    Snell envelope
    0 references
    multiplicative decomposition of supermartingales
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3957717&oldid=17657597"
    Powered by MediaWiki