Renaud J.-F., Remillard B., “Explicit martingale representations for Brownian functionals and applications to option hedging”, Stochastic Analysis and Applications, 25:4 (2007), 801–820
Du Toit J., Peskir G., “The trap of complacency in predicting the maximum”, Annals of Probability, 35:1 (2007), 340–365
Goran Peskir, “On Reflecting Brownian Motion with Drift”, Stochastic Systems Theory and its Applications (SSS), 2006 (2006), 1
Jesper Lund Pedersen, Recent Advances in Applied Probability, 2005, 427
М. А. Урусов, “Об одном свойстве момента достижения максимума броуновским движением и некоторых задачах оптимальной остановки”, Теория вероятн. и ее примен., 49:1 (2004), 184–190 ; M. A. Urusov, “On a property of the moment at which Brownian motion attains its maximum and some optimal stopping problems”, Theory Probab. Appl., 49:1 (2005), 169–176
A. N. Shiryaev, M. Yor, “On the Problem of Stochastic Integral Representations of Functionals of the Brownian Motion. I”, Theory Probab. Appl., 48:2 (2004), 304
А. Н. Ширяев, М. Йор, “К вопросу о стохастических интегральных представлениях функционалов от броуновского движения. I”, Теория вероятн. и ее примен., 48:2 (2003), 375–385 ; A. N. Shiryaev, M. Yor, “On the problem of stochastic integral representations of functionals of the Brownian motion. I”, Theory Probab. Appl., 48:2 (2004), 304–313
Jesper Lund Pedersen, “Optimal prediction of the ultimate maximum of Brownian motion”, Stochastics and Stochastic Reports, 75:4 (2003), 205
М. А. Урусов, “Об оптимальном прогнозе момента достижения максимума броуновским движением”, УМН, 57:1(343) (2002), 165–166 ; M. A. Urusov, “Optimal forecasting of the time of attaining the maximum by Brownian motion”, Russian Math. Surveys, 57:1 (2002), 163–164
Shiryaev A.N., “Quickest detection problems in the technical analysis of the financial data”, Mathematical Finance, Bachelier Congress, Springer Finance, 2002, 487–521