On the strict value of the non-linear optimal stopping problem (Q2201525)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the strict value of the non-linear optimal stopping problem |
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On the strict value of the non-linear optimal stopping problem (English)
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29 September 2020
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optimal stopping
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non-linear expectation
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strict value process
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general filtration
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irregular payoff
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strong \(\mathcal{E}^f \)-supermartingale
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