A Best Possible Improvement Of Wald's Equation For Stochastic Processes

DOI10.1080/17442509508834011zbMath0858.60047OpenAlexW2064731113MaRDI QIDQ4715827

Markus Roters

Publication date: 18 March 1997

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509508834011

zbMATH Keywords

Banach spacemartingaleLevy processstationary incrementsindependent incrementsWald's equation

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Markov processes (60J99)

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