The lower Snell envelope of smooth functions: an optional decomposition (Q1748562)
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scientific article; zbMATH DE number 6867810
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The lower Snell envelope of smooth functions: an optional decomposition |
scientific article; zbMATH DE number 6867810 |
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The lower Snell envelope of smooth functions: an optional decomposition (English)
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11 May 2018
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lower Snell envelope
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optimal stopping
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semimartingales
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