L. I. Galtchouk, T. P. Mirochnitchenko, “Optimal stopping problem for continuous local martingales and some sharp inequalities”, Stochastics and Stochastic Reports, 61:1-2 (1997), 21
S. E. Graversen, G. Peškir, “On wald-type optimal stopping for Brownian motion”, Journal of Applied Probability, 34:1 (1997), 66
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
Jérôme Barraquand, Thierry Pudet, “PRICING OF AMERICAN PATH‐DEPENDENT CONTINGENT CLAIMS”, Mathematical Finance, 6:1 (1996), 17
М. Жанблан-Пике, А. Н. Ширяев, “Оптимизация потока дивидендов”, УМН, 50:2(302) (1995), 25–46 ; M. Jeanblanc-Picqué, A. N. Shiryaev, “Optimization of the flow of dividends”, Russian Math. Surveys, 50:2 (1995), 257–277
Г. Пешкир, А. Н. Ширяев, “Неравенства Хинчина и мартингальное расширение сферы их действия”, УМН, 50:5(305) (1995), 3–62 ; G. Peškir, A. N. Shiryaev, “The Khintchine inequalities and martingale expanding sphere of their action”, Russian Math. Surveys, 50:5 (1995), 849–904