Statements (14)
Predicate | Object |
---|---|
gptkbp:instanceOf |
gptkb:mathematical_concept
|
gptkbp:application |
stochastic control
American option pricing |
gptkbp:defines |
smallest supermartingale dominating a given process
|
gptkbp:field |
gptkb:probability_theory
stochastic processes |
https://www.w3.org/2000/01/rdf-schema#label |
Snell envelope
|
gptkbp:namedAfter |
J. L. Snell
|
gptkbp:relatedTo |
martingale theory
stopping time supermartingale |
gptkbp:used_in |
optimal stopping theory
|
gptkbp:bfsParent |
gptkb:J._Laurie_Snell
|
gptkbp:bfsLayer |
7
|