scientific article; zbMATH DE number 2173967

MaRDI QIDQ4680643zbMATH OpenFDO

Authors Dmitry Kramkov, Ernesto Mordecki

Publication date 7 June 2005

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Inequalities; stochastic orderings (60E15) Stopping times; optimal stopping problems; gambling theory (60G40)

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• Optimization Applications of Compensators of Poisson Random Measures
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