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scientific article
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scientific article

    Statements

    author
    Nicole El Karoui
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    publication date
    1981
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    zbMATH Keywords
    optimal stopping
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    diffusion martingale
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    Snell envelope
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    optimal Markov control
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    Identifiers

    Mathematics Subject Classification ID
    60-02
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    93E20
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    60J60
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    60G07
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    60G40
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    zbMATH DE Number
    3740439
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