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Optimal stopping problems for time-homogeneous diffusions: a review. (English) Zbl 1087.60039

Baeza-Yates, Ricardo (ed.) et al., Recent advances in applied probability. Papers presented at the international workshop on applied probability, IWAP 2002, Caracas, Venezuela, January 14–17, 2002. New York, NY: Springer (ISBN 0-387-23378-4/hbk). 427-454 (2005).
MSC:  60G40 60J60
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