scientific article; zbMATH DE number 1261202
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Publication:4231632
zbMath0916.60041MaRDI QIDQ4231632
Publication date: 14 March 1999
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Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10)
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Stability of the overshoot for Lévy processes ⋮ Stochastic bounds for Lévy processes. ⋮ Curve crossing for random walks reflected at their maximum ⋮ Almost sure relative stability of the overshoot of power law boundaries ⋮ Overshoots over curved boundaries ⋮ Passage times of random walks and Lévy processes across power law boundaries
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