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Teoriya Veroyatnostei i ee Primeneniya, 1992, Volume 37, Issue 3, Pages 592–593 (Mi tvp4073)  
Short Communications

On a Semimartingale Inequality for Snell Envelopes

M. A. Shashiashvili
Full-text PDF (465 kB)
Received: 19.02.1991
English version:
Theory of Probability and its Applications, 1993, Volume 37, Issue 3, Pages 568–569
DOI: https://doi.org/10.1137/1137111
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: M. A. Shashiashvili, “On a Semimartingale Inequality for Snell Envelopes”, Teor. Veroyatnost. i Primenen., 37:3 (1992), 592–593; Theory Probab. Appl., 37:3 (1993), 568–569
Citation in format AMSBIB
\Bibitem{Sha92}
\by M.~A.~Shashiashvili
\paper On a Semimartingale Inequality for Snell Envelopes
\jour Teor. Veroyatnost. i Primenen.
\yr 1992
\vol 37
\issue 3
\pages 592--593
\mathnet{http://mi.mathnet.ru/tvp4073}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1214370}
\zmath{https://zbmath.org/?q=an:0788.60058|0765.60039}
\transl
\jour Theory Probab. Appl.
\yr 1993
\vol 37
\issue 3
\pages 568--569
\crossref{https://doi.org/10.1137/1137111}
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