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scientific article
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scientific article

    Statements

    author
    Limin Liu
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    Qingxian Xiao
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    publication date
    3 November 2014
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    zbMATH Keywords
    stochastic control
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    martingale
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    value process
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    stopping time
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    Identifiers

    Mathematics Subject Classification ID
    93E03
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    60J60
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    60J75
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    60G40
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    zbMATH DE Number
    6364325
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