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Q4839085 - MaRDI portal

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scientific article; zbMATH DE number 774030
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scientific article; zbMATH DE number 774030

    Statements

    author
    R. Cairoli
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    Robert C. Dalang
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    publication date
    15 January 1996
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    zbMATH Keywords
    optimal stopping
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    random walk
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    Brownian motion
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    problem of optimal switching between two independent Brownian motions
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    Identifiers

    zbMATH DE Number
    774030
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