Ph. A. Ustinov, “Average delay time asymptotics in the generalized Bayesian Lévy disorder problem”, Uspekhi Mat. Nauk, 64:1(385) (2009), 161–162; Russian Math. Surveys, 64:1 (2009), 170–172
2.
Ph. A. Ustinov, “A problem of the fastest detection of regime changing for Levy processes”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2009, no. 2, 69–71
Факторизация Винера–Хопфа Ph. A. Ustinov Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS May 10, 2007 18:00