Optimal stopping, Appell polynomials, and Wiener–Hopf factorization (Q3108383)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping, Appell polynomials, and Wiener–Hopf factorization |
scientific article |
Statements
Optimal stopping, Appell polynomials, and Wiener–Hopf factorization (English)
0 references
3 January 2012
0 references
optimal stopping
0 references
Lévy process, Wiener-Hopf factorization
0 references
Appell polynomial
0 references
