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scientific article; zbMATH DE number 934464
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scientific article; zbMATH DE number 934464

    Statements

    author
    Mark H. A. Davis
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    Ioannis Karatzas
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    publication date
    19 November 1996
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    zbMATH Keywords
    prophet inequality
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    optimal stopping problem
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    Doob-Meyer decomposition
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    Snell envelope
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    Identifiers

    zbMATH DE Number
    934464
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