Fluctuation theory and exit systems for positive self-similar Markov processes (2012)
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/10.1214/10-aop612
Publication URI: http://dx.doi.org/10.1214/10-aop612
Type: Journal Article/Review
Parent Publication: The Annals of Probability
Issue: 1