English translation of “Les aspects probabilistes du contrôle stochastique”

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I am looking for an English translation of "Les aspects probabilistes du contrôle stochastique" written by Nicole El Karoui, or knowledge whether it exists.



Other references with similar content on Snell envelopes are also appreciated.



Reference info: Les aspects probabilistes du contrôle stochastique. (French) [The probabilistic aspects of stochastic control] Ninth Saint Flour Probability Summer School—1979 (Saint Flour, 1979), pp. 73–238,
Lecture Notes in Math., 876, Springer, Berlin-New York, 1981. Springerlink.






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    up vote
    3
    down vote

    favorite
    1












    I am looking for an English translation of "Les aspects probabilistes du contrôle stochastique" written by Nicole El Karoui, or knowledge whether it exists.



    Other references with similar content on Snell envelopes are also appreciated.



    Reference info: Les aspects probabilistes du contrôle stochastique. (French) [The probabilistic aspects of stochastic control] Ninth Saint Flour Probability Summer School—1979 (Saint Flour, 1979), pp. 73–238,
    Lecture Notes in Math., 876, Springer, Berlin-New York, 1981.     Springerlink.






    reference-request terminology stochastic-calculus stochastic-diff-equations translation







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      up vote
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      I am looking for an English translation of "Les aspects probabilistes du contrôle stochastique" written by Nicole El Karoui, or knowledge whether it exists.



      Other references with similar content on Snell envelopes are also appreciated.



      Reference info: Les aspects probabilistes du contrôle stochastique. (French) [The probabilistic aspects of stochastic control] Ninth Saint Flour Probability Summer School—1979 (Saint Flour, 1979), pp. 73–238,
      Lecture Notes in Math., 876, Springer, Berlin-New York, 1981.       Springerlink.






      reference-request terminology stochastic-calculus stochastic-diff-equations translation







      share|cite|improve this question















      I am looking for an English translation of "Les aspects probabilistes du contrôle stochastique" written by Nicole El Karoui, or knowledge whether it exists.



      Other references with similar content on Snell envelopes are also appreciated.



      Reference info: Les aspects probabilistes du contrôle stochastique. (French) [The probabilistic aspects of stochastic control] Ninth Saint Flour Probability Summer School—1979 (Saint Flour, 1979), pp. 73–238,
      Lecture Notes in Math., 876, Springer, Berlin-New York, 1981.       Springerlink.






      reference-request terminology stochastic-calculus stochastic-diff-equations translation




      reference-request terminology stochastic-calculus stochastic-diff-equations translation






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      edited 1 hour ago









      Ali Taghavi

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          There is no English translation of El Karoui's lecture notes, however her work on Snell envelopes is described in Reflected Solutions of Backward SDE'S, and Related Obstacle Problems for PDE's. For a text book treatment of Snell envelopes see Methods of Mathematical Finance by Karatzas and Shreve.






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            There is no English translation of El Karoui's lecture notes, however her work on Snell envelopes is described in Reflected Solutions of Backward SDE'S, and Related Obstacle Problems for PDE's. For a text book treatment of Snell envelopes see Methods of Mathematical Finance by Karatzas and Shreve.






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              up vote
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              down vote



              accepted










              There is no English translation of El Karoui's lecture notes, however her work on Snell envelopes is described in Reflected Solutions of Backward SDE'S, and Related Obstacle Problems for PDE's. For a text book treatment of Snell envelopes see Methods of Mathematical Finance by Karatzas and Shreve.






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                There is no English translation of El Karoui's lecture notes, however her work on Snell envelopes is described in Reflected Solutions of Backward SDE'S, and Related Obstacle Problems for PDE's. For a text book treatment of Snell envelopes see Methods of Mathematical Finance by Karatzas and Shreve.






                share|cite|improve this answer












                There is no English translation of El Karoui's lecture notes, however her work on Snell envelopes is described in Reflected Solutions of Backward SDE'S, and Related Obstacle Problems for PDE's. For a text book treatment of Snell envelopes see Methods of Mathematical Finance by Karatzas and Shreve.







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                answered 1 hour ago









                Carlo Beenakker

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