Probability bounds for first exists through moving boundaries
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Publication:1247114
DOI10.1214/aop/1176995614zbMath0379.60066OpenAlexW1982609809MaRDI QIDQ1247114
Publication date: 1978
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176995614
Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40)
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