Generalized parking problems for levy processes

DOI10.1080/07474949808836404zbMath0913.62078OpenAlexW1596235535MaRDI QIDQ4224659

M. Beibel

Publication date: 10 June 1999

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474949808836404

zbMATH Keywords

tests of power oneinfinitesimal look ahead stopping rule

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Related Items (4)

General optimal stopping with linear cost ⋮ A general method for finding the optimal threshold in discrete time ⋮ An effective method for the explicit solution of sequential problems on the real line ⋮ On a solution of the optimal stopping problem for processes with independent increments

Cites Work

• Unnamed Item
• Nearly-optimal sequential tests for finitely many parameter values
• Monotone stopping problems and continuous time processes
• On a.s. and r-mean convergence of random processes with an application to first passage times
• On the Size of the First Jump for a Process with Independent Increments
• On the Joint Distribution of the First Exit Time and Exit Value for Homogeneous Processes With Independent Increments
• Local Behavior of Processes with Independent Increments
• On Wald's equations in continuous time
• Infinitesimal Look-Ahead Stopping Rules
• On Moments of Infinitely Divisible Distribution Functions

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