Comments on a problem of Chernoff and Petkau

DOI10.1214/aop/1176992458zbMath0658.60070OpenAlexW2011632336MaRDI QIDQ1111237

Michael L. Hogan

Publication date: 1986

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992458

zbMATH Keywords

Wiener processoptimal boundarycorrected diffusion approximationexcess over the boundarydiscrete boundaryoptimal stopping set

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

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