Optimal stopping of the stable process with state-dependent killing (Q6632620)
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scientific article; zbMATH DE number 7938581
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping of the stable process with state-dependent killing |
scientific article; zbMATH DE number 7938581 |
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Optimal stopping of the stable process with state-dependent killing (English)
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5 November 2024
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optimal stopping
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stable Lévy process
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Lamperti transformation
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Markov additive process
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omega-clock
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self-similarity
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