Examples of optimal stopping via measure transformation for processes with one-sided jumps (Q3429347): Difference between revisions

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+Martingales and First-Passage Times for Ornstein--Uhlenbeck Processes with a Jump Component
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+Q4937701
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+Explicit Solutions to Some Problems of Optimal Stopping
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+Optimal Stopping in a Markov Process
@@ Property / cites work: Optimal Stopping in a Markov Process / rank @@
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+Publication:3429347