On the moments of certain first passage times for linear growth processes

DOI10.1016/0304-4149(87)90193-1zbMath0626.60037OpenAlexW2081066123MaRDI QIDQ580814

Gerold Alsmeyer

Publication date: 1987

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(87)90193-1

zbMATH Keywords

first passage timesrenewal processes

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stopping times; optimal stopping problems; gambling theory (60G40) Renewal theory (60K05)

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