Convexity and smoothness of scale functions and de Finetti's control problem (Q975331): Difference between revisions
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scientific article
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English | Convexity and smoothness of scale functions and de Finetti's control problem |
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Convexity and smoothness of scale functions and de Finetti's control problem (English)
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9 June 2010
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potential analysis
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special Bernstein function
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scale functions for spectrally negative Lévy processes
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control theory
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