"On the Compensator in the Doob-Meyer Decomposition of the Snell Envelope."

Saul D. Jacka, Dominykas Norgilas (2019)

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DOI: 10.1137/18M1180931

access: closed

type: Journal Article

metadata version: 2020-07-09

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Saul D. Jacka, Dominykas Norgilas:
On the Compensator in the Doob-Meyer Decomposition of the Snell Envelope. SIAM J. Control. Optim. 57(3): 1869-1889 (2019)

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