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
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
Journal title :
Stochastic Processes and their Applications
