📣 Help Shape the Future of UKRI's Gateway to Research (GtR)

We're improving UKRI's Gateway to Research and are seeking your input! If you would be interested in being interviewed about the improvements we're making and to have your say about how we can make GtR more user-friendly, impactful, and effective for the Research and Innovation community, please email gateway@ukri.org.

The Shepp-Shiryaev Stochastic Game Driven by a Spectrally Negative Lévy Process (2009)

First Author: Baurdoux E

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/10.1137/s0040585x97983778

Publication URI: http://dx.doi.org/10.1137/s0040585x97983778

Type: Journal Article/Review

Parent Publication: Theory of Probability & Its Applications

Issue: 3