Open AccessOn the strict value of the non-linear optimal stopping problem
Author(s) -
Miryana Grigorova,
Peter Imkeller,
Youssef Ouknine,
Marie-Claire Quenez
Publication year - 2020
Publication title -
electronic communications in probability
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.236
H-Index - 38
ISSN - 1083-589X
DOI - 10.1214/20-ecp328
Subject(s) - mathematics , value (mathematics) , stopping time , optimal stopping , process (computing) , filtration (mathematics) , optional stopping theorem , combinatorics , bellman equation , mathematical optimization , discrete mathematics , pure mathematics , statistics , computer science , operating system
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