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MR1966454 60G40 (45H05 60J60 60J65)
Pedersen, J. L.; Peskir, G. On nonlinear integral equations arising in problems of optimal stopping. Functional analysis, VII (Dubrovnik, 2001), 159–175, Various Publ. Ser. (Aarhus), 46, Univ. Aarhus, Aarhus, 2002.
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