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Optimal stopping for non-linear expectations. II - MaRDI portal

Optimal stopping for non-linear expectations. II (Q550130)

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Optimal stopping for non-linear expectations. II
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    title
    Optimal stopping for non-linear expectations. II (English)
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    author
    Erhan Bayraktar
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    Song Yao
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    publication date
    8 July 2011
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    zbMATH DE Number
    5918958
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    zbMATH Keywords
    non-linear 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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    OpenAlex ID
    W3121220925
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    arXiv ID
    0905.3601
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