scientific article; zbMATH DE number 5259920

zbMATH Open1141.60339MaRDI QIDQ5453070

Guoqing Zhao

Publication date: 4 April 2008

Title of this publication is not available (Why is that?)

zbMATH Keywords

optimal stoppingbackward stochastic differential equation\(g\)-expectationssnell envelope

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (2)

Optimal stopping under g-Expectation with -integrable reward process ⋮ An optimal stopping problem in the stochastic Gilpin-Ayala population model

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