Optimal stopping of Hunt and Lévy processes (Q3429343): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2056360380 / rank | |||
Normal rank |
Revision as of 21:53, 19 March 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)
0 references
30 March 2007
0 references
Optimal stopping problem
0 references
Markov process
0 references
Hunt process
0 references
Lévy process
0 references
Green kernel
0 references
Wiener-Hopf factorization
0 references
jump-diffusion process
0 references