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scientific article
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scientific article

    Statements

    author
    R. Chitashvili
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    publication date
    1989
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    Mathematics Subject Classification ID
    60G40
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    60G44
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    60J60
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    zbMATH DE Number
    4131365
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    zbMATH Keywords
    optimal stopping problem
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    smooth fit boundary conditions
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    semi- martingale
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    stopping rule
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    minimal super-martingale
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