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

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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
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Optimal stopping of Hunt and Lévy processes
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    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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