Further Calculations for the McKean Stochastic Game for a Spectrally Negative Lévy Process: From a Point to an Interval (Q5391092): Difference between revisions

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Latest revision as of 23:14, 3 July 2024

scientific article; zbMATH DE number 5874522
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English
Further Calculations for the McKean Stochastic Game for a Spectrally Negative Lévy Process: From a Point to an Interval
scientific article; zbMATH DE number 5874522

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    Further Calculations for the McKean Stochastic Game for a Spectrally Negative Lévy Process: From a Point to an Interval (English)
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    5 April 2011
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    stochastic game
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    optimal stopping
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    Lévy process
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    fluctuation theory
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