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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 82, 2010 - Issue 1: Special issue on Filtering and Stochastic Control
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Original Articles

The explicit solution to a sequential switching problem with non-smooth data

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Pages 69-109 | Received 31 Mar 2008, Accepted 24 Feb 2009, Published online: 16 Feb 2010

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