On an optimal stopping problem of time inhomogeneous diffusion processes
Bibliographic Information
- Title
- On an optimal stopping problem of time inhomogeneous diffusion processes
- Author
- Yoichi Oshima
Journal
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- To appear in SIAM J. Control and Optimization (To appear)
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To appear in SIAM J. Control and Optimization (To appear) 2006
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Details
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- CRID
- 1010000781881470612
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- Article Type
- journal article
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- Data Source
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- KAKEN