Fluctuation theory and stochastic games for spectrally negative Lévy processes. (Q5758068)
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scientific article; zbMATH DE number 5189009
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| English | Fluctuation theory and stochastic games for spectrally negative Lévy processes. |
scientific article; zbMATH DE number 5189009 |
Statements
10 September 2007
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Optimal stopping
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Last exit
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Lévy processes
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Stable processes
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Jump processes
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Renewal functions
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Random games
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Risk theory
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0.8653742671012878
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0.830849826335907
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0.8219814300537109
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0.7932857871055603
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