Optimal stopping of Hunt and Lévy processes (Q3429343): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(6 intermediate revisions by 5 users not shown)
Property / author
 
Property / author: Paavo H. Salminen / rank
Normal rank
 
Property / author
 
Property / author: Paavo H. Salminen / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2056360380 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: math/0605054 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5556844 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Stopping for Partial Sums / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4255465 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal stopping and perpetual options for Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Distributions of Functionals Related to Boundary Problems for Processes with Independent Increments / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Stopping of One-Dimensional Diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4937701 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 16:42, 25 June 2024

scientific article
Language Label Description Also known as
English
Optimal stopping of Hunt and Lévy processes
scientific article

    Statements

    Optimal stopping of Hunt and Lévy processes (English)
    0 references
    0 references
    0 references
    0 references
    30 March 2007
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Optimal stopping problem
    0 references
    Markov process
    0 references
    Hunt process
    0 references
    Lévy process
    0 references
    Green kernel
    0 references
    Wiener-Hopf factorization
    0 references
    jump-diffusion process
    0 references
    0 references
    0 references