Optimal stopping of Hunt and Lévy processes (Q3429343): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q1039171 |
||
| Property / author | |||
| Property / author: Paavo H. Salminen / rank | |||
Revision as of 22:10, 21 February 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
