Optimal stopping for non-linear expectations. I (Q550129)
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scientific article; zbMATH DE number 5918957
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping for non-linear expectations. I |
scientific article; zbMATH DE number 5918957 |
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Optimal stopping for non-linear expectations. I (English)
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8 July 2011
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nonlinear expectations
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optimal stopping
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Snell envelope
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stability
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\(g\)-expectations
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