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scientific article
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scientific article

    Statements

    author
    Zabczyk, Jerzy
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    publication date
    18 February 2002
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    zbMATH Keywords
    Bellman's inclusions
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    optimal stopping
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    excessive measures
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    differential inclusions
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    stationary Bellman inclusion
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    pricing American options
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    Identifiers

    Mathematics Subject Classification ID
    60J25
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    62P20
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    91B28
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    zbMATH DE Number
    1706610
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