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A note on the continuity of free-boundaries in finite-horizon optimal stopping problems for one-dimensional diffusions. (English) Zbl 1338.60117

MSC:
60G40 Stopping times; optimal stopping problems; gambling theory
60J60 Diffusion processes
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
35R35 Free boundary problems for PDEs
35K20 Initial-boundary value problems for second-order parabolic equations
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