Lehoczky, John P. Formulas for stopped diffusion processes with stopping times based on the maximum. (English) Zbl 0367.60093 Ann. Probab. 5, 601-607 (1977). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 ReviewCited in 41 Documents MSC: 60J60 Diffusion processes 60G40 Stopping times; optimal stopping problems; gambling theory 60H10 Stochastic ordinary differential equations (aspects of stochastic analysis) PDF BibTeX XML Cite \textit{J. P. Lehoczky}, Ann. Probab. 5, 601--607 (1977; Zbl 0367.60093) Full Text: DOI