Relative extreme values and extremum-times of jump process: Upward type

DOI10.1007/BF02560015zbMath0885.60062MaRDI QIDQ4354963

Yubo Ge

Publication date: 20 April 1998

Published in: Acta Mathematica Sinica (Search for Journal in Brave)

zbMATH Keywords

stopping timestrong Markovian propertydistribution and moment

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Stopping times; optimal stopping problems; gambling theory (60G40) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Continuous-time Markov processes on discrete state spaces (60J27)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Relative extreme values and extremum-times of jump process: Upward type