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"On the forward algorithm for stopping problems on continuous-time Markov ..."

Laurent Miclo, Stéphane Villeneuve (2021)

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DOI: 10.1017/JPR.2021.11

access: closed

type: Journal Article

metadata version: 2022-01-17

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Laurent Miclo, Stéphane Villeneuve:
On the forward algorithm for stopping problems on continuous-time Markov chains. J. Appl. Probab. 58(4): 1043-1063 (2021)

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