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Optimal stopping of Hunt and Lévy processes

✍ Scribed by Mordecki, Ernesto; Salminen, Paavo


Book ID
111965204
Publisher
Taylor and Francis Group
Year
2007
Tongue
English
Weight
212 KB
Volume
79
Category
Article
ISSN
1744-2508

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📜 SIMILAR VOLUMES


Stopped two-dimensional perturbed random
✍ Allan Gut 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 411 KB

Limit theorems for stopped two-dimensional random walks are generalized to perturbed random walks and perturbed Lrvy processes. We conclude with an application to repeated significance tests in two-parameter exponential families and an example. @ 1997 Elsevier Science B.V.