\(L^p\) optimal prediction of the last zero of a spectrally negative Lévy process
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Publication:6126805
DOI10.1214/23-aap1994arXiv2003.06869OpenAlexW4287826368MaRDI QIDQ6126805
José M. Pedraza, Erik J. Baurdoux
Publication date: 10 April 2024
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.06869
Processes with independent increments; Lévy processes (60G51) Inference from stochastic processes and prediction (62M20) Stopping times; optimal stopping problems; gambling theory (60G40)
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