Formulas for stopped diffusion processes with stopping times based on the maximum
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Publication:1242385
DOI10.1214/aop/1176995770zbMath0367.60093OpenAlexW2021305902MaRDI QIDQ1242385
Publication date: 1977
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176995770
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60)
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