Optimal stopping under g-Expectation with -integrable reward process (Q5880995)
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scientific article; zbMATH DE number 7661248
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping under g-Expectation with -integrable reward process |
scientific article; zbMATH DE number 7661248 |
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Optimal stopping under g-Expectation with -integrable reward process (English)
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9 March 2023
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optimal stopping
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\(g\)-expectation
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\(L \exp \left(\mu\sqrt{2\log(1+L)}\right)\)-integrability
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reflected backward stochastic differential equation
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