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S. Chow, H. Robbins} and \\textit{D. Siegmund}, ``Great expectations: The theory of optimal stopping'' (1971; Zbl 0233.60044)], and in particular the optimal stopping of a linear diffusion [cf. \\textit{L. E. Dubins, L. A. Shepp} and \\textit{A. N. Shiryaev}, Theory Probab. Appl. 38, No. 2, 226-261 (1993); translation from Teor. Veroyatn. Primen. 38, No. 2, 288-330 (1993; Zbl 0807.60040)] where the objective is to maximize the expected value of the maximum of the process up to the time of stopping, less a cost proportional to time of stopping. The optimal stopping boundary is shown to be the maximal solution of a nonlinear differential equation expressed in terms of the scale function and the speed measure. Main tools include proof that the value function \\(V(\\cdot)\\) is continuous and increasing, satisfies \\(V(x)>x\\) for \\(x>0\\), and has derivative satisfying certain integral equations. 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