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A Bayesian-martingale approach to the general disorder prob..:

Kavtaradze, T. ; Lazrieva, N. ; Mania, M..
Stochastic Processes and their Applications.  117 (2007)  8 - p. 1093-1120 , 2007
Link: https://doi.org/10.1016/j.spa.2006.11.008