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20092021
most citedThe Gapeev-Kühn stochastic game driven by a spectrally positive Lévy process

6 citations · 11 across the 10 of their papers we have counts for

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math.PR2021

Predicting the Last Zero before an exponential time of a Spectrally Negative Lévy Process

Erik J. Baurdoux, José M. Pedraza

Given a spectrally negative Lévy process, we predict, in a sense, the last passage time of the process below zero before an independent exponential time. This optimal predict…