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A new approach to optimal stopping for Hunt processes - MaRDI portal

A new approach to optimal stopping for Hunt processes

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Publication:6324471

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arXiv1909.00163MaRDI QIDQ6324471

Bernt Øksendal, Olfa Draouil, Achref Bachouch

Publication date: 31 August 2019

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic analysis (60Hxx) Stochastic processes (60Gxx)

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