Article ID Journal Published Year Pages File Type
1155773 Stochastic Processes and their Applications 2011 53 Pages PDF
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
Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
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Optimal stopping for non-linear expectations—Part II
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