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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク J. Laurie Snell ： ウィキペディア英語版 J. Laurie Snell James Laurie Snell, often cited as J. Laurie Snell, (born January 15th, 1925, Wheaton, Illinois; died March 19, 2011, Hanover, New Hampshire) was an American mathematician. A graduate of the University of Illinois, he taught at Dartmouth College until retiring in 1995. Among his publications was the book "Introduction to Finite Mathematics", written with John George Kemeny and Gerald L. Thompson, first published in 1956 and in multiple editions since. == Work == The Snell envelope, used in stochastics and mathematical finance, is the smallest supermartingale dominating the price process. Snell has published the related theory 1952 in the paper ''Applications of martingale system theorems''. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「J. Laurie Snell」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.