Voir la notice de l'article provenant de la source Math-Net.Ru
[1] L. E. Dubins, G. Schwarz, Colloque Paul Lévy sur les processus stochastiques (Palaiseau, 1987), Astérisque, 157–158, 1988, 129–145 | MR | Zbl
[2] L. E. Dubins, L. A. Shepp, A. N. Shiryaev, Theory Probab. Appl., 38:2 (1993), 226–261 | DOI | MR | Zbl
[3] L. E. Dubins, D. Gilat, I. Meilijson, arXiv: 0807.3571v1
[4] J. M. Harrison, L. A. Shepp, Ann. Probab., 9:2 (1981), 309–313 | DOI | MR | Zbl
[5] Handbook of mathematical functions with formulas, graphs, and mathematical tables, National Bureau of Standards Appl. Math. Ser., 55, eds. M. Abramowitz, I. A. Stegun, U. S. Government Printing Office, Washington, DC, 1964 | MR | MR | Zbl | Zbl
[6] G. Peskir, A. Shiryaev, Optimal stopping and free-boundary problems, Lectures Math. ETH Zürich, Birkhäuser, Basel, 2006 | MR | Zbl