Optimal Stopping of Linear Diffusions with Random Discounting (Q3168986): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Stopping of Linear Diffusions with Random Discounting |
scientific article |
Statements
Optimal Stopping of Linear Diffusions with Random Discounting (English)
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27 April 2011
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optimal stopping
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diffusions
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additive continuous functionals
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excessive functions
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concavity
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smooth-fit principle
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