Regarding stopping rules for Brownian motion and random walks

DOI10.1090/S0002-9904-1969-12140-3zbMath0185.45301MaRDI QIDQ5578139

LeRoy H. Walker

Publication date: 1969

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

zbMATH Keywords

probability theory

Related Items

An optimal stopping problem with finite horizon for sums of i.i.d. random variables, Optimally stopping the sample mean of a Wiener process with an unknown drift, On the S_n/n problem, Corrected random walk approximations to free boundary problems in optimal stopping

Cites Work

• On optimal stopping rules for \(s_ n /n\)
• Existence of optimal stopping rules for linear and quadratic rewards
• Explicit Solutions to Some Problems of Optimal Stopping
• The First Passage Problem for a Continuous Markov Process
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