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zbMath0492.60075MaRDI QIDQ3954615

Nicole El Karoui

Publication date: 1982

Full work available at URL: http://www.numdam.org/item?id=SPS_1982__16__400_0

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

supermartingales optimal stopping problem Snell's envelope

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Probabilistic potential theory (60J45)

Related Items (1)

Strong snell envelopes and RBSDEs with regulated trajectories when the barrier is a semimartingale

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