Publication:3917080
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zbMath0465.49013MaRDI QIDQ3917080
Publication date: 1978
60J25: Continuous-time Markov processes on general state spaces
60G40: Stopping times; optimal stopping problems; gambling theory
60J60: Diffusion processes
58J65: Diffusion processes and stochastic analysis on manifolds
49K45: Optimality conditions for problems involving randomness
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