Existence and explicit determination of optimal stopping times (Q755258): Difference between revisions

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Revision as of 19:53, 22 February 2024

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Existence and explicit determination of optimal stopping times
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    Existence and explicit determination of optimal stopping times (English)
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    1978
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    optimal stopping problem
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    stopping time
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    first hitting time
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    Brownian motion
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    weak convergence
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