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Q3441559 - MaRDI portal

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scientific article

    Statements

    author
    Ruicheng Yang
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    Kun Hui Liu
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    publication date
    30 May 2007
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    zbMATH Keywords
    Wiener process
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    drift parameter
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    stopping time
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    optimal return function
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    generalized Itô formula
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    Identifiers

    zbMATH DE Number
    5159430
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