Moments of Some Stopping Rules

DOI10.1112/S0024610798005912zbMATH Open0935.60024OpenAlexW2057544955MaRDI QIDQ4265420

Cun-Hui Zhang, Henry Teicher

Publication date: 13 October 1999

Published in: Journal of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1112/s0024610798005912

zbMATH Keywords

Wiener processstopping timeboundary crossing times for perturbed random walks

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (3)

On stopping rules in proofreading ⋮ The simple analytics of sudden stops ⋮ Smoothing sudden stops

This page was built for publication: Moments of Some Stopping Rules

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4265420)