Geodesic
On stopping times for the Wiener process
Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 3, pp. 458-465

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In the paper, the expectations $\mathbf M(\tau(a,b,c)+c)^\nu$, $-\infty\nu\infty$, are found where $\tau(a,b,c)$ is the first passage time of the Wiener process for a one-side bound $a+b(t+c)^{1/2}$. A moment identity for stochastic integrals is proved which can be useful when studying the properties of Markov times. 
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     author = {A. A. Novikov},
     title = {On stopping times for the {Wiener} process},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {458--465},
     publisher = {mathdoc},
     volume = {16},
     number = {3},
     year = {1971},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1971_16_3_a3/}
}
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A. A. Novikov. On stopping times for the Wiener process. Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 3, pp. 458-465. http://geodesic.mathdoc.fr/item/TVP_1971_16_3_a3/