Asymptotic comparisons of functionals of Brownian motion and random walk

DOI10.1214/aop/1176994574zbMath0445.60038OpenAlexW2034144023MaRDI QIDQ1145413

Ross P. Kindermann

Publication date: 1980

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

Full work available at URL: https://doi.org/10.1214/aop/1176994574

zbMATH Keywords

maximal functionstopping times

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40)

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Inequalities for tails of adapted processes with an application to Wald's lemma

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