4. Mathematics
  5. Probability

Magdalena Kobylanski

Mathematics – Probability

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LAMA

Dynkin games in a general framework

Mathematics – Probability
Scientific paper

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Large Deviations Principle by viscosity solutions: the case of diffusions with oblique Lipschitz reflections

Mathematics – Probability
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Optimal double stopping time

Mathematics – Probability
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Optimal multiple stopping time problem

Mathematics – Probability
Scientific paper

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Optimal stopping with discontinuous reward

Mathematics – Probability
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