The McKean stochastic game driven by a spectrally negative Lévy process (Q1039011): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 01:59, 5 March 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