Bridges with random length: Gaussian-Markovian case
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Publication:4619718
zbMath1406.60053arXiv1711.02467MaRDI QIDQ4619718
Mohamed Erraoui, Mohammed Louriki
Publication date: 7 February 2019
Full work available at URL: https://arxiv.org/abs/1711.02467
Gaussian processes (60G15) Continuous-time Markov processes on general state spaces (60J25) Stopping times; optimal stopping problems; gambling theory (60G40)
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