A renewal theory with varying drift

DOI10.1214/aop/1176991423zbMath0676.60080OpenAlexW1974808146MaRDI QIDQ1122877

Cun-Hui Zhang

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1214/aop/1176991423

zbMATH Keywords

excess over the boundarycrossing times

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Renewal theory (60K05)

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