There is the complete source code of the "applications/test/JavaDoc.java"
file:
package applications.test;
//import java.lang.Math;

/**
* @see java.lang.Math
*/
public class JavaDoc
{
}

(the import statement is commented out) and there is command line used to
generate the documentation:

   javac applications/test/JavaDoc.java
   javadoc -link http://java.sun.com/products/jdk/1.2/docs/api applications.test

We get the warning

  "Class or Package not found, in @see tag: java.lang.Math"

and the link is not created in the "applications/test/JavaDoc.html" file.
The only way to create the link is to write explicitly an "import"
statement in the source code, even if we don't need it.
The "import java.lang.*" don't work. We need explicitly "import
java.lang.Math". The same problem occur for every external package, and it
affect both the @see tag and @link tag.

Thank you very much for yours answer,