First passage distributions of processes with independent increments

DOI10.1214/aop/1176996394zbMath0318.60063OpenAlexW2136257067MaRDI QIDQ1222462

P. W. Millar

Publication date: 1975

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

Full work available at URL: https://doi.org/10.1214/aop/1176996394

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Stopping times; optimal stopping problems; gambling theory (60G40) Sample path properties (60G17) Markov processes (60J99) Right processes (60J40)

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