Meromorphic Lévy processes and their fluctuation identities (2012)

First Author: Kuznetsov 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/10.1214/11-aap787

Publication URI: http://dx.doi.org/10.1214/11-aap787

Type: Journal Article/Review

Parent Publication: The Annals of Applied Probability

Issue: 3