The Shepp–Shiryaev Stochastic Game Driven by a Spectrally Negative Lévy Process (Q3556739): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 11:47, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Shepp–Shiryaev Stochastic Game Driven by a Spectrally Negative Lévy Process |
scientific article |
Statements
The Shepp–Shiryaev Stochastic Game Driven by a Spectrally Negative Lévy Process (English)
0 references
26 April 2010
0 references
stochastic game
0 references
optimal stopping
0 references
pasting principles
0 references
fluctuation theory
0 references
Lévy process
0 references
