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

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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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    Identifiers

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