The distribution of certain functionals of processes with semiindependent increments

DOI10.1007/BF01091887zbMath0287.60056OpenAlexW2011993767MaRDI QIDQ1846308

Yanyan Li

Publication date: 1974

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01091887

Mathematics Subject Classification ID

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

Cites Work

• A Combinatorial Lemma and Its Application to Probability Theory
• On the Distribution of the Supremum Functional for Processes with Stationary Independent Increments
• Local Theorems and Moments for Maxima of Sums of Bounded Lattice Components
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: The distribution of certain functionals of processes with semiindependent increments