Open AccessThe lower Snell envelope of smooth functions: an optional decomposition
Author(s) -
Erick Treviño Aguilar
Publication year - 2018
Publication title -
electronic communications in probability
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.236
H-Index - 38
ISSN - 1083-589X
DOI - 10.1214/18-ecp117
Subject(s) - semimartingale , mathematics , counterexample , martingale (probability theory) , local martingale , envelope (radar) , optimal stopping , decomposition , combinatorics , discrete mathematics , pure mathematics , mathematical optimization , telecommunications , radar , ecology , computer science , biology