Optimal stopping, Appell polynomials, and Wiener–Hopf factorization (Q3108383)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping, Appell polynomials, and Wiener–Hopf factorization |
scientific article |
Statements
Optimal stopping, Appell polynomials, and Wiener–Hopf factorization (English)
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3 January 2012
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optimal stopping
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Lévy process, Wiener-Hopf factorization
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Appell polynomial
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