The Shepp-Shiryaev stochastic game driven by a spectrally negative levy process
Reference:
Baurdoux, E. J. and Kyprianou, A. E., 2009. The Shepp-Shiryaev stochastic game driven by a spectrally negative levy process. Theory of Probability and Its Applications (TVP), 53 (3), pp. 481-499.
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Official URL:
http://dx.doi.org/10.1137/s0040585x97983778
Details
| Item Type | Articles |
| Creators | Baurdoux, E. J.and Kyprianou, A. E. |
| DOI | 10.1137/s0040585x97983778 |
| Departments | Faculty of Science > Mathematical Sciences |
| Refereed | Yes |
| Status | Published |
| ID Code | 16256 |
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