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Convexity and smoothness of scale functions and de Finetti's control problem - MaRDI portal

Convexity and smoothness of scale functions and de Finetti's control problem (Q975331)

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Convexity and smoothness of scale functions and de Finetti's control problem
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    Convexity and smoothness of scale functions and de Finetti's control problem (English)
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    9 June 2010
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    potential analysis
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    special Bernstein function
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    scale functions for spectrally negative Lévy processes
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    control theory
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