Name J. Snell | ||
 | ||
Died March 19, 2011, Hanover, New Hampshire, United States Education University of Illinois at Urbana–Champaign People also search for John G. Kemeny, Gerald L. Thompson, Anthony W. Knapp, Thomas E. Kurtz Books Finite Markov Chains, Grinstead and Snell's Introducti, Finite Mathematics with Busi, Probability Tales, Mathematical Models in the Social | ||
James Laurie Snell, often cited as J. Laurie Snell, (January 15, 1925 in Wheaton, Illinois – March 19, 2011 in Hanover, New Hampshire) was an American mathematician.
Contents
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.
Publications
References
J. Laurie Snell Wikipedia(Text) CC BY-SA