Г. Каллианпур, О. А. Олейник, “О задачах со свободной границей, возникающих в теории вероятностей (теоремы единственности)”, УМН, 51:6(312) (1996), 205–206 ; G. Kallianpur, O. A. Oleinik, “On free boundary problems arising in probability theory (uniqueness theorems)”, Russian Math. Surveys, 51:6 (1996), 1203–1205
Л. Е. Дубинс, Л. А. Шепп, А. Н. Ширяев, “Оптимальные правила остановки и максимальные неравенства для процессов Бесселя”, Теория вероятн. и ее примен., 38:2 (1993), 288–330 ; L. E. Dubins, L. A. Shepp, A. N. Shiryaev, “Optimal stopping rules and maximal inequalities for Bessel processes”, Theory Probab. Appl., 38:2 (1993), 226–261
M. Sun, “Nested variational inequalities and related optimal starting–stopping problems”, J. Appl. Probab., 29:01 (1992), 104
M. Sun, “Nested variational inequalities and related optimal starting–stopping problems”, Journal of Applied Probability, 29:1 (1992), 104
W. Stadje, “A sequential estimation procedure for the parameter of an exponential distribution”, Statistics, 21:2 (1990), 239
R. J. Chitashvili, Lecture Notes in Control and Information Sciences, 126, Stochastic Differential Systems, 1989, 82
G. Sanz Saiz, “Parada optima con horizonte aleatorio”, TDE, 4:1 (1989), 83
Friorik mar Baldursson, “Singular stochastic control and optimal stopping”, Stochastics, 21:1 (1987), 1
Wolfgang Stadje, “An optimal stopping problem with finite horizon for sums of I.I.D. random variables”, Stochastic Processes and their Applications, 26 (1987), 107
George M. Constantinides, Jonathan E. Ingersoll, “Optimal bond trading with personal taxes”, Journal of Financial Economics, 13:3 (1984), 299