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Stochastics-an international journal of probability and stochastic processes. 2007;79(3):393-406. doi: 10.1080/17442500601090409 Q30.92025

On a solution of the optimal stopping problem for processes with independent increments

独立增量过程最优停止问题的一种解法

Novikov, Alexander; Shiryaev, Albert

DOI: 10.1080/17442500601090409

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期刊名:Stochastics-an international journal of probability and stochastic processes

缩写:STOCHASTICS

ISSN:1744-2508

e-ISSN:1744-2516

IF/分区:0.9/Q3

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On a solution of the optimal stopping problem for processes with independent increments