The disorder problem for purely jump Lévy processes with completely monotone jumps (Q2301057)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The disorder problem for purely jump Lévy processes with completely monotone jumps |
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The disorder problem for purely jump Lévy processes with completely monotone jumps (English)
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28 February 2020
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complete monotonicity
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disorder problem
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hyperexponential processes
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Lévy processes
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optimal stopping
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