The disorder problem for purely jump Lévy processes with completely monotone jumps (Q2301057)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7175874
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The disorder problem for purely jump Lévy processes with completely monotone jumps |
scientific article; zbMATH DE number 7175874 |
Statements
The disorder problem for purely jump Lévy processes with completely monotone jumps (English)
0 references
28 February 2020
0 references
complete monotonicity
0 references
disorder problem
0 references
hyperexponential processes
0 references
Lévy processes
0 references
optimal stopping
0 references
0 references
0 references
0 references
0.854701578617096
0 references
0.7922289967536926
0 references
0.7819551825523376
0 references
0.7471371293067932
0 references
0.7409504055976868
0 references
