A change of variable formula with applications to multi-dimensional optimal stopping problems (Q6048969)

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scientific article; zbMATH DE number 7738466
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A change of variable formula with applications to multi-dimensional optimal stopping problems
scientific article; zbMATH DE number 7738466

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    A change of variable formula with applications to multi-dimensional optimal stopping problems (English)
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    15 September 2023
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    Itô's formula
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    change of variable formula
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    multidimensional optimal stopping
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