The distribution of brownian motion on linear stopping boundaries
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Publication:4368897
DOI10.1080/07474949708836392zbMath0884.62093OpenAlexW2013150990MaRDI QIDQ4368897
Publication date: 5 April 1998
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474949708836392
Exact distribution theory in statistics (62E15) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Markov processes: hypothesis testing (62M02)
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