Optimal stopping of Hunt and Lévy processes (Q3429343): Difference between revisions
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| Property / OpenAlex ID: W2056360380 / rank | |||
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| Property / arXiv ID: math/0605054 / rank | |||
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| Property / cites work: Q5556844 / rank | |||
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| Property / cites work: Optimal Stopping for Partial Sums / rank | |||
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| Property / cites work: Q4255465 / rank | |||
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| Property / cites work: Optimal stopping and perpetual options for Lévy processes / rank | |||
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| Property / cites work: On Distributions of Functionals Related to Boundary Problems for Processes with Independent Increments / rank | |||
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| Property / cites work: Optimal Stopping of One-Dimensional Diffusions / rank | |||
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| Property / cites work: Q4937701 / rank | |||
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Latest revision as of 15:42, 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)
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30 March 2007
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Optimal stopping problem
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Markov process
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Hunt process
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Lévy process
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Green kernel
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Wiener-Hopf factorization
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jump-diffusion process
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