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Russian Mathematical Surveys, 2014, Volume 69, Issue 3, Pages 569–571
DOI: https://doi.org/10.1070/RM2014v069n03ABEH004902 (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
English version PDF (296 kB)
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DOI: https://doi.org/10.1070/RM2014v069n03ABEH004902
Presented: A. V. Bulinski
Accepted: 29.04.2014
Russian version:
Uspekhi Matematicheskikh Nauk, 2014, Volume 69, Issue 3(417), Pages 177–178
DOI: https://doi.org/10.4213/rm9597
Bibliographic databases:
Document Type: Article
MSC: 60G40, 45D05, 35R35
Language: English
Original paper language: Russian
Citation: A. A. Kamenov, “On the solution of the optimal prediction problem for the maximum of a time-homogeneous diffusion”, Uspekhi Mat. Nauk, 69:3(417) (2014), 177–178; Russian Math. Surveys, 69:3 (2014), 569–571
Citation in format AMSBIB
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  • https://www.mathnet.ru/eng/rm/v69/i3/p177
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    		Успехи математических наук Russian Mathematical Surveys
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    Abstract page:319
    Russian version PDF:170
    English version PDF:11
    References:56
    First page:25
     
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