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The Danish National Research Foundation:
Network in Mathematical Physics and Stochastics

Funded by The Danish National Research Foundation

MPS-RR 2004-2
January 2004

The Wiener Disorder Problem with Finite Horizon

by: Goran Peskir, P. V. Gapeev

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This paper has now been published in Stoch. Stoch. Rep. 76, 59--75 (2004)