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