Continuous-time gambling problems
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Publication:4049879
DOI10.2307/1426185zbMath0296.60052OpenAlexW2315743878MaRDI QIDQ4049879
William D. Sudderth, David C. Heath
Publication date: 1974
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11299/199209
Game theory (91A99) Brownian motion (60J65) Optimal stopping in statistics (62L15) Markov processes (60J99) General considerations in statistical decision theory (62C05)
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