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Limit theorems for threshold-stopped random variables with applications to optimal stopping - MaRDI portal

Limit theorems for threshold-stopped random variables with applications to optimal stopping (Q3484097)

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Limit theorems for threshold-stopped random variables with applications to optimal stopping
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    Limit theorems for threshold-stopped random variables with applications to optimal stopping (English)
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    1990
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    extreme value theory
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    Poisson random measures
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    threshold stopping time
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