Snell envelope
id:
snell-envelope-300-3357351
title:
Snell envelope
text:
The Snell envelope, used in stochastics and mathematical finance, is the smallest supermartingale dominating a stochastic process. The Snell envelope is named after James Laurie Snell.
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Snell_envelope
date created:
date modified:
2019-03-18T16:26:39Z
main entity:
{"identifier":"Q7547626","url":"https://www.wikidata.org/entity/Q7547626"}
image:
fields total:
13
integrity:
13