The problem with two free boundaries for an elliptic equation and the optimal stopping of a Markov process
Doklady Akademii Nauk, Tome 194 (1970) no. 6, pp. 1263-1265.

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     author = {N. V. Krylov},
     title = {The problem with two free boundaries for an elliptic equation and the optimal stopping of a {Markov} process},
     journal = {Doklady Akademii Nauk},
     pages = {1263--1265},
     publisher = {mathdoc},
     volume = {194},
     number = {6},
     year = {1970},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/DAN_1970_194_6_a4/}
}
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N. V. Krylov. The problem with two free boundaries for an elliptic equation and the optimal stopping of a Markov process. Doklady Akademii Nauk, Tome 194 (1970) no. 6, pp. 1263-1265. http://geodesic.mathdoc.fr/item/DAN_1970_194_6_a4/