Hitting Time Distributions for General Stochastic Processes
From MaRDI portal
Publication:5684029
DOI10.1214/aoms/1177692408zbMath0267.60047OpenAlexW2047960843MaRDI QIDQ5684029
Publication date: 1972
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177692408
Continuous-time Markov processes on general state spaces (60J25) Stopping times; optimal stopping problems; gambling theory (60G40) Generalized stochastic processes (60G20)
Related Items (2)
Representations and Classifications of Stochastic Processes ⋮ Representations of general stochastic processes
This page was built for publication: Hitting Time Distributions for General Stochastic Processes
