On the optimal stopping problem for diffusions and an approximation result for stopping times

Fuente: arXiv

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Bibliographic Details
Main Authors:	Cosso, Andrea, Perelli, Laura
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control Probability 60G40, 49L20, 49L25, 49J40
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2503.02514