А. А. Муравлёв, “О соответствии между задачами об оптимальной остановке на конечном и бесконечном временных интервалах”, Теория вероятн. и ее примен., 70:1 (2025), 193–196 ; A. A. Muravlev, “On the correspondence between optimal stopping problems with finite and infinite time horizons”, Theory Probab. Appl., 70:1 (2025), 159–161
P. Johnson, J.L. Pedersen, G. Peskir, C. Zucca, “Detecting the presence of a random drift in Brownian motion”, Stochastic Processes and their Applications, 150 (2022), 1068
Muravlev A., Zhitlukhin M., “A Bayesian Sequential Test For the Drift of a Fractional Brownian Motion”, Adv. Appl. Probab., 52:4 (2020), 1308–1324
Kruse T., Strack Ph., “An Inverse Optimal Stopping Problem For Diffusion Processes”, Math. Oper. Res., 44:2 (2019), 423–439
Albert N. Shiryaev, Probability Theory and Stochastic Modelling, 93, Stochastic Disorder Problems, 2019, 277
Alexey Muravlev, Mikhail Zhitlukhin, MATRIX Book Series, 2, 2017 MATRIX Annals, 2019, 667
Sebastian Jobjörnsson, Sören Christensen, “Anscombe's model for sequential clinical trials revisited”, Sequential Analysis, 37:1 (2018), 115
Hannah Dyrssen, Erik Ekström, “Sequential testing of a Wiener process with costly observations”, Sequential Analysis, 37:1 (2018), 47
Thomas Kruse, Philipp Strack, “An Inverse Optimal Stopping Problem for Diffusion Processes”, SSRN Journal, 2017
Ekstrom E., Vaicenavicius J., “Bayesian Sequential Testing of the Drift of a Brownian Motion”, ESAIM-Prob. Stat., 19 (2015), 626–648