A martingale approach in problems on first crossing time of nonlinear boundaries
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Publication:584830
zbMath0524.60051MaRDI QIDQ584830
Publication date: 1983
Published in: Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)
Martingales with discrete parameter (60G42) Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Large deviations (60F10) Sample path properties (60G17) Boundary theory for Markov processes (60J50) Other special functions (33E99) Markov processes (60J99)
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