Shashiashvili, M. A. On a semimartingale inequality for Snell bendings. (Russian) Zbl 0765.60039 Teor. Veroyatn. Primen. 37, No. 3, 592-593 (1992). Reviewer: M.Jerschow (Essen) MSC: 60G44 60H05 × Cite Format Result Cite Review PDF
Shashiashvili, M. A. On a semimartingale inequality for Snell envelopes. (English. Russian original) Zbl 0788.60058 Theory Probab. Appl. 37, No. 3, 568-569 (1992); translation from Teor. Veroyatn. Primen. 37, No. 3, 592-593 (1992). MSC: 60G44 60H05 × Cite Format Result Cite Review PDF Full Text: DOI