Representation results for jump processes with application to optimal stopping (Q3884896)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representation results for jump processes with application to optimal stopping |
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Representation results for jump processes with application to optimal stopping (English)
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1980
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representation for random variables on jump processes
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Dynkin formula
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optimal stopping
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variational inequalities
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partial observation
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