The Shepp-Shiryaev stochastic game driven by a spectrally negative Lévy process (Q3556739)
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scientific article; zbMATH DE number 5701629
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| English | The Shepp-Shiryaev stochastic game driven by a spectrally negative Lévy process |
scientific article; zbMATH DE number 5701629 |
Statements
The Shepp–Shiryaev Stochastic Game Driven by a Spectrally Negative Lévy Process (English)
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26 April 2010
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stochastic game
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optimal stopping
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pasting principles
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fluctuation theory
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Lévy process
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0.8545833826065063
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0.826223611831665
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0.8238173723220825
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0.8209519386291504
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