An optimal stopping problem for fragmentation processes (2012)

First Author: Kyprianou A
Attributed to:  L\'evy processes optimal stopping problems and stochastic games funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.spa.2011.12.009

Publication URI: http://dx.doi.org/10.1016/j.spa.2011.12.009

Type: Journal Article/Review

Parent Publication: Stochastic Processes and their Applications

Issue: 4