Geodesic
On the Control of the Wienetr Process with Restricted Number of Switchigs
Teoriâ veroâtnostej i ee primeneniâ, Tome 12 (1967) no. 1, pp. 73-81 Cet article a éte moissonné depuis la source Math-Net.Ru

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The paper is dealing with random processes which are obtained by switching the drift coefficient of a Wiener process from the value $\beta$ to $-\beta$ and vice-versa. Switching strategies which maximize the expected first exit time from the interval $(-1,1)$ when the expected number of switchings is fixed are examined. Local time is employed in the definition of these strategies. 
@article{TVP_1967_12_1_a6,
     author = {P. Mandl},
     title = {On the {Control} of the {Wienetr} {Process} with {Restricted} {Number} of {Switchigs}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {73--81},
     year = {1967},
     volume = {12},
     number = {1},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1967_12_1_a6/}
}
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P. Mandl. On the Control of the Wienetr Process with Restricted Number of Switchigs. Teoriâ veroâtnostej i ee primeneniâ, Tome 12 (1967) no. 1, pp. 73-81. http://geodesic.mathdoc.fr/item/TVP_1967_12_1_a6/