scientific article
zbMath1351.82032MaRDI QIDQ2809925
Weijun Huang, Jewgeni H. Dshalalow, Hao-Jan Ke, Ailada Treerattrakoon
Publication date: 30 May 2016
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
modified Bessel functionsPoisson processfirst passage timeexit timemarked point processesfluctuation theoryruin timenoncooperative stochastic games
Processes with independent increments; Lévy processes (60G51) Noncooperative games (91A10) 2-person games (91A05) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Probabilistic games; gambling (91A60) Renewal theory (60K05)
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