On the optimal stopping problem for one-dimensional diffusions

Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables

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Investment Under Uncertainty.

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Brownian motion and stochastic calculus

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Errata: Milton Abramowitz and Irene A. Stegun, editors, Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, National Bureau of Standards, Applied Mathematics Series, No. 55, U.S. Government Printing Office, Washington, D.C., 1994, and all known reprints

K. S. Kölbig, F. Schäff · Mathematics of Computation · 1972 · 2.1K citations · Full text

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Diffusion Processes and Their Sample Paths.

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