Convexity and smoothness of scale functions and de Finetti's control problem (Q975331)

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scientific article; zbMATH DE number 5718464
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    Convexity and smoothness of scale functions and de Finetti's control problem
    scientific article; zbMATH DE number 5718464

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      Convexity and smoothness of scale functions and de Finetti's control problem (English)
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      9 June 2010
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      potential analysis
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      special Bernstein function
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      scale functions for spectrally negative Lévy processes
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      control theory
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