A stopped Brownian motion formula
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Publication:1216106
DOI10.1214/aop/1176996395zbMath0303.60072MaRDI QIDQ1216106
Publication date: 1975
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176996395
62P30: Applications of statistics in engineering and industry; control charts
60J65: Brownian motion
91B60: Trade models
60G40: Stopping times; optimal stopping problems; gambling theory
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