Pages that link to "Item:Q584830"
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The following pages link to A martingale approach in problems on first crossing time of nonlinear boundaries (Q584830):
Displayed 6 items.
- A bound for the distribution of a stopping time for a stochastic system (Q1358015) (← links)
- On distibutions of first passage times of martingales arising in some gambling problems (Q1684778) (← links)
- Crossing an asymptotically square-root boundary by the Brownian motion (Q2135124) (← links)
- On a martingale associated to generalized Ornstein-Uhlenbeck processes and an application to finance (Q2485843) (← links)
- An Exact Asymptotics for the Moment of Crossing a Curved Boundary by an Asymptotically Stable Random Walk (Q2821767) (← links)
- The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues (Q6090350) (← links)