On optimal threshold stopping times for Ito diffusions (Q5086698)
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scientific article; zbMATH DE number 7553994
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On optimal threshold stopping times for Ito diffusions |
scientific article; zbMATH DE number 7553994 |
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On optimal threshold stopping times for Ito diffusions (English)
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7 July 2022
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Itô diffusion processes
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optimal stopping
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threshold stopping time
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excessive function
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