An optimal stopping problem for spectrally negative Markov additive processes (Q2145820): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An optimal stopping problem for spectrally negative Markov additive processes |
scientific article |
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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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