The McKean stochastic game driven by a spectrally negative Lev́y process.
Baurdoux, Erik J. ; Kyprianou, Andreas E.
Electronic Communications in Probability [electronic only], Tome 13 (2008), p. 173-197 / Harvested from The Electronic Library of Mathematics
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Publié le : 2008-01-01
EUDML-ID : urn:eudml:doc:233253 
@article{05636503,
     title = {The McKean stochastic game driven by a spectrally negative Levy process.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {13},
     year = {2008},
     pages = {173-197},
     zbl = {1190.60084},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05636503}
}

Baurdoux, Erik J.; Kyprianou, Andreas E. The McKean stochastic game driven by a spectrally negative Lev́y process.. Electronic Communications in Probability [electronic only], Tome 13 (2008) pp. 173-197. http://gdmltest.u-ga.fr/item/05636503/