Semimartingale Inequalities for The Snell Envelopes (Q4311572)
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scientific article; zbMATH DE number 679479
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semimartingale Inequalities for The Snell Envelopes |
scientific article; zbMATH DE number 679479 |
Statements
Semimartingale Inequalities for The Snell Envelopes (English)
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2 February 1995
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Tanaka-Meyer formula
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\(H^ p\) spaces
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Garsia inequality
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Snell envelopes
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distance in variation between the predictable components
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