Geodesic
On the solution of the optimal prediction problem for the maximum of a time-homogeneous diffusion
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 69 (2014) no. 3, pp. 569-571 Cet article a éte moissonné depuis la source Math-Net.Ru

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     author = {A. A. Kamenov},
     title = {On the solution of the optimal prediction problem for the maximum of a~time-homogeneous diffusion},
     journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
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     year = {2014},
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     url = {http://geodesic.mathdoc.fr/item/RM_2014_69_3_a6/}
}
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A. A. Kamenov. On the solution of the optimal prediction problem for the maximum of a time-homogeneous diffusion. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 69 (2014) no. 3, pp. 569-571. http://geodesic.mathdoc.fr/item/RM_2014_69_3_a6/

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