A. A. Kamenov, “On the solution of the optimal prediction problem for the maximum of a time-homogeneous diffusion”, Uspekhi Mat. Nauk, 2014, Volume 69, Issue 3(417),Pages <nobr>177

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Uspekhi Mat. Nauk, 2014 Volume 69, Issue 3(417), Pages 177–178 (Mi rm9597)

In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society

On the solution of the optimal prediction problem for the maximum of a time-homogeneous diffusion

A. A. Kamenov

Moscow State University

MSC: 60G40, 45D05, 35R35

Presented: A. V. Bulinski
Accepted: 29.04.2014

DOI: 10.4213/rm9597

Fulltext: PDF file (361 kB)
References

English version: Russian Mathematical Surveys, 2014, 69:3, 569–571

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