Further Calculations for the McKean Stochastic Game for a Spectrally Negative Lévy Process: From a Point to an Interval (Q5391092): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q2255609 |
||
Property / author | |||
Property / author: Kees van Schaik / rank | |||
Revision as of 11:18, 1 March 2024
scientific article; zbMATH DE number 5874522
Language | Label | Description | Also known as |
---|---|---|---|
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 |
Statements
Further Calculations for the McKean Stochastic Game for a Spectrally Negative Lévy Process: From a Point to an Interval (English)
0 references
5 April 2011
0 references
stochastic game
0 references
optimal stopping
0 references
Lévy process
0 references
fluctuation theory
0 references