Some recent results on the distributions of stopping times of compound Poisson processes with linear boundaries

DOI10.1016/j.jspi.2003.05.003zbMath1073.60045OpenAlexW2076577848MaRDI QIDQ1763436

Shelemyahu Zacks

Publication date: 22 February 2005

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.05.003

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sample path properties (60G17)

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