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scientific article; zbMATH DE number 1983453
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scientific article; zbMATH DE number 1983453

    Statements

    author
    Goran Peskir
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    Jesper Lund Pedersen
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    publication date
    20 February 2004
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    zbMATH Keywords
    optimal stopping
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    Brownian motion
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    free-boundary value problem
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    first passage problem
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    Identifiers

    Mathematics Subject Classification ID
    60G40
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    35R35
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    45G10
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    zbMATH DE Number
    1983453
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