The McKean stochastic game driven by a spectrally negative Lévy process (Q1039011): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 23:49, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The McKean stochastic game driven by a spectrally negative Lévy process |
scientific article |
Statements
The McKean stochastic game driven by a spectrally negative Lévy process (English)
0 references
20 November 2009
0 references
stochastic games
0 references
optimal stopping
0 references
pasting principles
0 references
fluctuation theory
0 references
Lévy processes
0 references
