Title of article
Optimal stopping for non-linear expectations—Part II
Author/Authors
Bayraktar، نويسنده , , Erhan and Yao، نويسنده , , Song، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2011
Pages
53
From page
212
To page
264
Abstract
Relying on the stochastic analysis tools developed in Bayraktar and Yao (2011) [1], we solve the optimal stopping problems for non-linear expectations.
Keywords
Optimal stopping , Non-linear expectations , stability , g -expectations , Snell envelope
Journal title
Stochastic Processes and their Applications
Serial Year
2011
Journal title
Stochastic Processes and their Applications
Record number
1578360
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