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zbMath0552.60050MaRDI QIDQ3345520

Makiko Nisio

Publication date: 1982

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

optimal stopping problem controlled stochastic differential equation free boundary problem of parabolic type

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stopping times; optimal stopping problems; gambling theory (60G40)

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