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Numerical method for optimal stopping of piecewise deterministic Markov processes
de Saporta, Benoîte, Dufour, François, Gonzalez, KarenVolume:
20
Language:
english
Journal:
The Annals of Applied Probability
DOI:
10.1214/09-AAP667
Date:
October, 2010
File:
PDF, 346 KB
english, 2010