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А. А. Муравлёв, “Асимптотика границ в одной нелинейной задаче об оптимальной остановке”, УМН, 75:2(452) (2020), 193–194 ; A. A. Muravlev, “Asymptotics of the boundaries in one non-linear optimal stopping problem”, Russian Math. Surveys, 75:2 (2020), 380–382
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Alexey Muravlev, Mikhail Zhitlukhin, MATRIX Book Series, 2, 2017 MATRIX Annals, 2019, 667
Nikolai Dokuchaev, “On the No-Arbitrage Market and Continuity in the Hurst Parameter”, SSRN Journal, 2015
Nikolai Dokuchaev, “A Smooth Component of the Fractional Brownian Motion and Optimal Portfolio Selection”, SSRN Journal, 2015