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MR2766144 62L12 (60G40 60J65)
Shiryaev, A. N. On conditionally extremal problems of the quickest detection of unpredictable times of an observable Brownian motion. (Russian) Teor. Veroyatn. Primen. 53 (2008), no. 4, 751--768; translation in Theory Probab. Appl. 53 (2009), no. 4, 663–678
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