Abundo M., “Limit at zero of the first–passage time density and the inverse problem for one–dimensional diffusions”, Stochastic Analysis and Applications, 24:6 (2006), 1119–1145
Liptser R., Novikov A., “Tail distributions of supremum and quadratic variation of local martingales”, From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift, 2006, 421–432
Abundo M., “On the first–passage time of a diffusion process over a one–sided stochastic boundary”, Stochastic Analysis and Applications, 21:1 (2003), 1–23
Vondracek Z., “Asymptotics of first–passage time over a one–sided stochastic boundary”, Journal of Theoretical Probability, 13:1 (2000), 279–309
G. Peskir, A. N. Shiryaev, “On the Brownian first-passage time over a one-sided stochastic boundary”, Теория вероятн. и ее примен., 42:3 (1997), 591–602 ; G. Peskir, A. N. Shiryaev, “On the Brownian first-passage time over a one-sided stochastic boundary”, Theory Probab. Appl., 42:3 (1998), 444–453