Minimal subharmonic functions and related integral representations
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- Savas Dayanik, 2008. "Optimal Stopping of Linear Diffusions with Random Discounting," Mathematics of Operations Research, INFORMS, vol. 33(3), pages 645-661, August.
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More about this item
Keywords
one-dimensional diffusions; potential theory; subharmonic functions; integral representation;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
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