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MR2759703 62L10 (60G35 62L15 62M07)
Shiryaev, A. N. On stochastic models and optimal methods in quickest detection problems. (Russian) Teor. Veroyatn. Primen. 53 (2008), no. 3, 417--436; translation in Theory Probab. Appl. 53 (2009), no. 3, 385–401
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