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"On an Optimal Stopping Problem of Time Inhomogeneous Diffusion Processes."

Yoichi Oshima (2006)

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DOI: 10.1137/040609549

access: closed

type: Journal Article

metadata version: 2020-07-09

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Yoichi Oshima:
On an Optimal Stopping Problem of Time Inhomogeneous Diffusion Processes. SIAM J. Control. Optim. 45(2): 565-579 (2006)

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