Optimal stopping of Hunt and Lévy processes (Q3429343)

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Optimal stopping of Hunt and Lévy processes
scientific article

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    title
    Optimal stopping of Hunt and Lévy processes (English)
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    author
    Ernesto Mordecki
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    published in
    Stochastics
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    publication date
    30 March 2007
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    Mathematics Subject Classification ID
    60G40
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    60J25
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    60J60
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    60J65
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    60J75
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    zbMATH DE Number
    5139349
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    zbMATH Keywords
    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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