First crossing of basic counting processes with lower non-linear boundaries: A unified approach through pseudopolynomials (I)

DOI10.2307/1428184zbMath0857.60085OpenAlexW1977363371MaRDI QIDQ4715309

Philippe Picard, Claude Lefèvre

Publication date: 9 December 1996

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1428184

zbMATH Keywords

Appell polynomialsAbel-Gontcharoff polynomialslower and upper boundaries

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sample path properties (60G17)

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