The Shepp–Shiryaev Stochastic Game Driven by a Spectrally Negative Lévy Process (Q3556739)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Shepp–Shiryaev Stochastic Game Driven by a Spectrally Negative Lévy Process |
scientific article |
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The Shepp–Shiryaev Stochastic Game Driven by a Spectrally Negative Lévy Process (English)
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26 April 2010
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stochastic game
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optimal stopping
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pasting principles
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fluctuation theory
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Lévy process
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