Timeline for English translation of "Les aspects probabilistes du contrôle stochastique"
Current License: CC BY-SA 4.0
3 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Nov 2, 2020 at 10:06 | comment | added | user123124 | In Karatzas there seems to be an additional assumption of non-negativity of $Y$ i.e the process within the Snell envelope, do you know if this is really necessary? El Karouis process within the Snell envelope does not look non-negative. | |
| Oct 18, 2018 at 10:22 | vote | accept | user123124 | ||
| Oct 18, 2018 at 9:54 | history | answered | Carlo Beenakker | CC BY-SA 4.0 |