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MR1481781 (99a:90257) 90D15 (60G40)
Maitra, Ashok P.; Sudderth, William D. The gambler and the stopper. Statistics, probability and game theory, 191–208, IMS Lecture Notes Monogr. Ser., 30, Inst. Math. Statist., Hayward, CA, 1996.
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