The McKean stochastic game driven by a spectrally negative Lévy process (Q1039011): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q220895 |
Set profile property. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / author | |||
| Property / author: Andreas E. Kyprianou / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Latest revision as of 02:59, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The McKean stochastic game driven by a spectrally negative Lévy process |
scientific article |
Statements
The McKean stochastic game driven by a spectrally negative Lévy process (English)
0 references
20 November 2009
0 references
stochastic games
0 references
optimal stopping
0 references
pasting principles
0 references
fluctuation theory
0 references
Lévy processes
0 references
