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MR2144307 (2005m:60084) 60G40
Novikov, A. A.; Shiryaev, A. N. On an effective case of the solution of the optimal stopping problem for random walks. (Russian) Teor. Veroyatn. Primen. 49 (2004), no. 2, 373--382; translation in Theory Probab. Appl. 49 (2005), no. 2, 344–354
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