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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Revision as of 20:07, 5 March 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 |
Statements
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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