Optimal stopping of integral functionals and a ``no-loss'' free boundary formulation. Belomestny, D. V., Rüschendorf, L., & Urusov, M. A. Teor. Veroyatn. Primen., 54(1):80–96, 2009.
Optimal stopping of integral functionals and a ``no-loss'' free boundary formulation [link]Paper  doi  bibtex   
@article {MR2766648,
    AUTHOR = {Belomestny, D. V. and R\"{u}schendorf, L. and Urusov, M. A.},
     TITLE = {Optimal stopping of integral functionals and a ``no-loss''
              free boundary formulation},
   JOURNAL = {Teor. Veroyatn. Primen.},
  FJOURNAL = {Rossi\u{\i}skaya Akademiya Nauk. Teoriya Veroyatnoste\u{\i} i ee
              Primeneniya},
    VOLUME = {54},
      YEAR = {2009},
    NUMBER = {1},
     PAGES = {80--96},
      ISSN = {0040-361X},
   MRCLASS = {60G40 (34F05 60J60 93E20)},
  MRNUMBER = {2766648},
MRREVIEWER = {\L . Stettner},
       DOI = {10.1137/S0040585X97983961},
       URL = {https://doi.org/10.1137/S0040585X97983961},
}

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