An optimal stopping problem for spectrally negative Markov additive processes (Q2145820): Difference between revisions

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An optimal stopping problem for spectrally negative Markov additive processes
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    An optimal stopping problem for spectrally negative Markov additive processes (English)
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    20 June 2022
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    optimal stopping
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    scale matrices
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    excursion theory
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    Markov additive processes
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