Optimal Stopping of Regular Diffusions under Random Discounting
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Publication:4328502
DOI10.1137/S0040585X9797852XzbMath0994.60046MaRDI QIDQ4328502
Publication date: 25 April 2002
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Continuous-time Markov processes on general state spaces (60J25) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60)
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