\(L^p\) optimal prediction of the last zero of a spectrally negative Lévy process (Q6126805)
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scientific article; zbMATH DE number 7829785
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(L^p\) optimal prediction of the last zero of a spectrally negative Lévy process |
scientific article; zbMATH DE number 7829785 |
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\(L^p\) optimal prediction of the last zero of a spectrally negative Lévy process (English)
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10 April 2024
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Lévy processes
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optimal prediction
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optimal stopping
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