Integration of the optimal risk in a stopping problem with absorption
Séminaire de probabilités de Strasbourg, Tome 23 (1989), pp. 405-420. 
@article{SPS_1989__23__405_0,
     author = {El Karoui, Nicole and Karatzas, Ioannis},
     title = {Integration of the optimal risk in a stopping problem with absorption},
     journal = {S\'eminaire de probabilit\'es de Strasbourg},
     pages = {405--420},
     publisher = {Springer - Lecture Notes in Mathematics},
     volume = {23},
     year = {1989},
     mrnumber = {1022928},
     zbl = {0731.60042},
     language = {en},
     url = {http://archive.numdam.org/item/SPS_1989__23__405_0/}
}
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El Karoui, Nicole; Karatzas, Ioannis. Integration of the optimal risk in a stopping problem with absorption. Séminaire de probabilités de Strasbourg, Tome 23 (1989), pp. 405-420. http://archive.numdam.org/item/SPS_1989__23__405_0/

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