Control and stopping of a diffusion process on an interval (Q1296591): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1214/aoap/1029962601 / rank
 
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Latest revision as of 20:24, 28 May 2024

scientific article
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Control and stopping of a diffusion process on an interval
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    Control and stopping of a diffusion process on an interval (English)
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    27 June 2000
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    optimal stopping
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    stopping time
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