Optimal Stopping Problem for Stochastic Differential Equations with Random Coefficients (Q3557953)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Stopping Problem for Stochastic Differential Equations with Random Coefficients |
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Optimal Stopping Problem for Stochastic Differential Equations with Random Coefficients (English)
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28 April 2010
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optimal stopping
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random coefficients
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dynamic programming principle
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backward stochastic partial differential variational inequality
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verification theorem
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