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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) Russian version article
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DOI: https://doi.org/10.1070/RM2014v069n03ABEH004902
Presented: A. V. Bulinski
Accepted: 29.04.2014
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”, Russian Math. Surveys, 69:3 (2014), 569–571
Citation in format AMSBIB
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\by A.~A.~Kamenov
\paper On the solution of the optimal prediction problem for the maximum of a~time-homogeneous diffusion
\jour Russian Math. Surveys
\yr 2014
\vol 69
\issue 3
\pages 569--571
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    Abstract page:336
    Russian version PDF:174
    English version PDF:13
    References:63
    First page:25
     
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