Matches in SemOpenAlex for { <https://semopenalex.org/work/W2896724880> ?p ?o ?g. }
Showing items 1 to 91 of
91
with 100 items per page.
- W2896724880 abstract "In this paper we study a representation problem first considered in a simpler version by Bank and El Karoui [2004]. A key ingredient to this problem is a random measure $mu$ on the time axis which in the present paper is allowed to have atoms. Such atoms turn out to not only pose serious technical challenges in the proof of the representation theorem, but actually have significant meaning in its applications, for instance, in irreversible investment problems. These applications also suggest to study the problem for processes which are measurable with respect to a Meyer-$sigma$-field that lies between the predictable and the optional $sigma$-field. Technically, our proof amounts to a delicate analysis of optimal stopping problems and the corresponding optimal divided stopping times and we will show in a second application how an optimal stopping problem over divided stopping times can conversely be obtained from the solution of the representation problem." @default.
- W2896724880 created "2018-10-26" @default.
- W2896724880 creator A5023772238 @default.
- W2896724880 creator A5026036747 @default.
- W2896724880 date "2018-10-19" @default.
- W2896724880 modified "2023-09-27" @default.
- W2896724880 title "On a Stochastic Representation Theorem for Meyer-measurable Processes and its Applications in Stochastic Optimal Control and Optimal Stopping" @default.
- W2896724880 cites W1509668884 @default.
- W2896724880 cites W2090069585 @default.
- W2896724880 cites W2171002455 @default.
- W2896724880 cites W2232883046 @default.
- W2896724880 cites W3121924945 @default.
- W2896724880 cites W988004348 @default.
- W2896724880 hasPublicationYear "2018" @default.
- W2896724880 type Work @default.
- W2896724880 sameAs 2896724880 @default.
- W2896724880 citedByCount "2" @default.
- W2896724880 countsByYear W28967248802018 @default.
- W2896724880 countsByYear W28967248802021 @default.
- W2896724880 crossrefType "posted-content" @default.
- W2896724880 hasAuthorship W2896724880A5023772238 @default.
- W2896724880 hasAuthorship W2896724880A5026036747 @default.
- W2896724880 hasConcept C105795698 @default.
- W2896724880 hasConcept C118615104 @default.
- W2896724880 hasConcept C121332964 @default.
- W2896724880 hasConcept C126255220 @default.
- W2896724880 hasConcept C170131372 @default.
- W2896724880 hasConcept C17744445 @default.
- W2896724880 hasConcept C199539241 @default.
- W2896724880 hasConcept C202444582 @default.
- W2896724880 hasConcept C2776230367 @default.
- W2896724880 hasConcept C2776359362 @default.
- W2896724880 hasConcept C2778049214 @default.
- W2896724880 hasConcept C28826006 @default.
- W2896724880 hasConcept C33923547 @default.
- W2896724880 hasConcept C52832964 @default.
- W2896724880 hasConcept C62520636 @default.
- W2896724880 hasConcept C8272713 @default.
- W2896724880 hasConcept C91575142 @default.
- W2896724880 hasConcept C94625758 @default.
- W2896724880 hasConcept C9652623 @default.
- W2896724880 hasConcept C99414536 @default.
- W2896724880 hasConcept C99888217 @default.
- W2896724880 hasConceptScore W2896724880C105795698 @default.
- W2896724880 hasConceptScore W2896724880C118615104 @default.
- W2896724880 hasConceptScore W2896724880C121332964 @default.
- W2896724880 hasConceptScore W2896724880C126255220 @default.
- W2896724880 hasConceptScore W2896724880C170131372 @default.
- W2896724880 hasConceptScore W2896724880C17744445 @default.
- W2896724880 hasConceptScore W2896724880C199539241 @default.
- W2896724880 hasConceptScore W2896724880C202444582 @default.
- W2896724880 hasConceptScore W2896724880C2776230367 @default.
- W2896724880 hasConceptScore W2896724880C2776359362 @default.
- W2896724880 hasConceptScore W2896724880C2778049214 @default.
- W2896724880 hasConceptScore W2896724880C28826006 @default.
- W2896724880 hasConceptScore W2896724880C33923547 @default.
- W2896724880 hasConceptScore W2896724880C52832964 @default.
- W2896724880 hasConceptScore W2896724880C62520636 @default.
- W2896724880 hasConceptScore W2896724880C8272713 @default.
- W2896724880 hasConceptScore W2896724880C91575142 @default.
- W2896724880 hasConceptScore W2896724880C94625758 @default.
- W2896724880 hasConceptScore W2896724880C9652623 @default.
- W2896724880 hasConceptScore W2896724880C99414536 @default.
- W2896724880 hasConceptScore W2896724880C99888217 @default.
- W2896724880 hasLocation W28967248801 @default.
- W2896724880 hasOpenAccess W2896724880 @default.
- W2896724880 hasPrimaryLocation W28967248801 @default.
- W2896724880 hasRelatedWork W1607239131 @default.
- W2896724880 hasRelatedWork W1645843653 @default.
- W2896724880 hasRelatedWork W1970138860 @default.
- W2896724880 hasRelatedWork W1974246960 @default.
- W2896724880 hasRelatedWork W1994428617 @default.
- W2896724880 hasRelatedWork W2029650422 @default.
- W2896724880 hasRelatedWork W2046195404 @default.
- W2896724880 hasRelatedWork W2049720388 @default.
- W2896724880 hasRelatedWork W2157496862 @default.
- W2896724880 hasRelatedWork W2293093166 @default.
- W2896724880 hasRelatedWork W2496771547 @default.
- W2896724880 hasRelatedWork W2510677776 @default.
- W2896724880 hasRelatedWork W2587344637 @default.
- W2896724880 hasRelatedWork W2952365402 @default.
- W2896724880 hasRelatedWork W2953053606 @default.
- W2896724880 hasRelatedWork W2953141906 @default.
- W2896724880 hasRelatedWork W3097610069 @default.
- W2896724880 hasRelatedWork W3170471420 @default.
- W2896724880 hasRelatedWork W73312064 @default.
- W2896724880 hasRelatedWork W2523357535 @default.
- W2896724880 isParatext "false" @default.
- W2896724880 isRetracted "false" @default.
- W2896724880 magId "2896724880" @default.
- W2896724880 workType "article" @default.