On the smooth-fit principle in $ \mathbb R^n$ (Q5387161)

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scientific article; zbMATH DE number 5272631
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On the smooth-fit principle in $ \mathbb R^n$
scientific article; zbMATH DE number 5272631

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    On the smooth-fit principle in $ \mathbb R^n$ (English)
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    7 May 2008
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    diffusion process
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    optimal stopping
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    smooth-pasting principle
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