Optimal stopping under g-Expectation with -integrable reward process (Q5880995)
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scientific article; zbMATH DE number 7661248
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| default for all languages | No label defined |
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| English | Optimal stopping under g-Expectation with -integrable reward process |
scientific article; zbMATH DE number 7661248 |
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Optimal stopping under g-Expectation with -integrable reward process (English)
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9 March 2023
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optimal stopping
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\(g\)-expectation
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\(L \exp \left(\mu\sqrt{2\log(1+L)}\right)\)-integrability
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reflected backward stochastic differential equation
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0.9179796
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0.91264224
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0.89635915
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0.89575464
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0.89575464
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0.8762429
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0.8746216
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0.8742225
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