The Shepp-Shiryaev stochastic game driven by a spectrally negative levy process

E J Baurdoux; A E Kyprianou

doi:10.1137/s0040585x97983778

The Shepp-Shiryaev stochastic game driven by a spectrally negative levy process

E J Baurdoux, A E Kyprianou

Research output: Contribution to journal › Article › peer-review

22 Citations (SciVal)

Original language	English
Pages (from-to)	481-499
Number of pages	19
Journal	Theory of Probability and Its Applications (TVP)
Volume	53
Issue number	3
DOIs	https://doi.org/10.1137/s0040585x97983778
Publication status	Published - 2009

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10.1137/s0040585x97983778

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title = "The Shepp-Shiryaev stochastic game driven by a spectrally negative levy process",

author = "Baurdoux, \{E J\} and Kyprianou, \{A E\}",

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AU - Kyprianou, A E

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DO - 10.1137/s0040585x97983778

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JO - Theory of Probability and Its Applications (TVP)

JF - Theory of Probability and Its Applications (TVP)

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The Shepp-Shiryaev stochastic game driven by a spectrally negative levy process

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LEVY PROCESSES OPTIMAL STOPPING PROBLEMS AND STOCHASTIC GAME S

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The Shepp-Shiryaev stochastic game driven by a spectrally negative levy process

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LEVY PROCESSES OPTIMAL STOPPING PROBLEMS AND STOCHASTIC GAME S

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