The McKean stochastic game driven by a spectrally negative Lev́y process.

Baurdoux, Erik J., and Kyprianou, Andreas E.. "The McKean stochastic game driven by a spectrally negative Lev́y process.." Electronic Journal of Probability [electronic only] 13 (2008): 173-197. <http://eudml.org/doc/233253>.

@article{Baurdoux2008,
author = {Baurdoux, Erik J., Kyprianou, Andreas E.},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {stochastic games; optimal stopping; pasting principles; fluctuation theory; Lévy processes},
language = {eng},
pages = {173-197},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {The McKean stochastic game driven by a spectrally negative Lev́y process.},
url = {http://eudml.org/doc/233253},
volume = {13},
year = {2008},
}

TY - JOUR
AU - Baurdoux, Erik J.
AU - Kyprianou, Andreas E.
TI - The McKean stochastic game driven by a spectrally negative Lev́y process.
JO - Electronic Journal of Probability [electronic only]
PY - 2008
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 13
SP - 173
EP - 197
LA - eng
KW - stochastic games; optimal stopping; pasting principles; fluctuation theory; Lévy processes
UR - http://eudml.org/doc/233253
ER -