Optimal stopping of Hunt and Lévy processes (Q3429343)
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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)
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30 March 2007
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Optimal stopping problem
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Markov process
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Hunt process
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Lévy process
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Green kernel
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Wiener-Hopf factorization
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jump-diffusion process
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