On the problem of optimal stopping for diffusion processes with small diffusion (Q598707)
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scientific article; zbMATH DE number 3642453
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the problem of optimal stopping for diffusion processes with small diffusion |
scientific article; zbMATH DE number 3642453 |
Statements
On the problem of optimal stopping for diffusion processes with small diffusion (English)
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1977
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optimal stopping
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diffusion processes
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Wiener process
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