- Dmitry Muravey, “Lie Symmetries Methods in Boundary Crossing Problems for Diffusion Processes”, Acta Appl Math, 170, № 1, 2020, 347
- Tristan Guillaume, “Closed form valuation of barrier options with stochastic barriers”, Ann Oper Res, 313, № 2, 2022, 1021
- Laura Sacerdote, Ottavia Telve, Cristina Zucca, “Joint Densities of First Hitting Times of a Diffusion Process Through Two Time-Dependent Boundaries”, Advances in Applied Probability, 46, № 1, 2014, 186
- Enkelejd Hashorva, “Boundary Non-crossings of Brownian Pillow”, J Theor Probab, 23, № 1, 2010, 193
- Dejian Lai, “Group sequential tests under fractional Brownian motion in monitoring clinical trials”, Stat Methods Appl, 19, № 2, 2010, 277
- Wolfgang Bischoff, Enkelejd Hashorva, Jürg Hüsler, Frank Miller, “Exact asymptotics for Boundary crossings of the brownian bridge with trend with application to the Kolmogorov test”, Ann Inst Stat Math, 55, № 4, 2003, 849
- Thorsten Schmidt, Alexander Novikov, “A Structural Model with Unobserved Default Boundary”, Applied Mathematical Finance, 15, № 2, 2008, 183
- Yasunori Horikoshi, Akimichi Takemura, “Implications of contrarian and one-sided strategies for the fair-coin game”, Stochastic Processes and their Applications, 118, № 11, 2008, 2125
- Nabil Kahale, “Analytic crossing probabilities for certain barriers by Brownian motion”, Ann. Appl. Probab., 18, № 4, 2008
- J.E. Macías-Díaz, J. Villa-Morales, “A structure-preserving method for the distribution of the first hitting time to a moving boundary for some Gaussian processes”, Computers & Mathematics with Applications, 74, № 8, 2017, 1799