On a Semimartingale Inequality for Snell Envelopes (Q4030708)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a Semimartingale Inequality for Snell Envelopes |
scientific article |
Statements
On a Semimartingale Inequality for Snell Envelopes (English)
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1 April 1993
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Doob-Meyer decomposition
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càdlàg semimartingales
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super-martingale majorant
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Snell envelopes
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