Predicting the last zero before an exponential time of a spectrally negative Lévy process (Q6101822)
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scientific article; zbMATH DE number 7682794
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predicting the last zero before an exponential time of a spectrally negative Lévy process |
scientific article; zbMATH DE number 7682794 |
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Predicting the last zero before an exponential time of a spectrally negative Lévy process (English)
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5 May 2023
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Lévy processes
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optimal prediction
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optimal stopping
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