On Wald's equations in continuous time
From MaRDI portal
Publication:5580817
DOI10.2307/3212148zbMath0186.52904OpenAlexW2324976516MaRDI QIDQ5580817
Publication date: 1970
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3212148
Related Items (18)
Randomised sequential probability ratio tests for stochastic processes ⋮ The largest fragment of a homogeneous fragmentation process ⋮ Stability of the exit time for Lévy processes ⋮ On capital allocation for a risk measure derived from ruin theory ⋮ On the moments of some first passage times and the associated processes ⋮ Variation and share-weighted variation swaps on time-changed Lévy processes ⋮ A remark on the skorohod representation ⋮ On optimal stopping with concave costs of observation ⋮ Asymptotic inference for stochastic processes ⋮ Inférence statistique dans les processus stochastiques: Aperçu historique ⋮ On a.s. and r-mean convergence of random processes with an application to first passage times ⋮ A solution technique for Lévy driven long term average impulse control problems ⋮ Locally most powerful sequential tests for processes of the exponential class with stationary and independent increments ⋮ Variance swaps on time-changed Lévy processes ⋮ Generalized Wald equations in discrete time ⋮ Constructions of local time for a Markov process ⋮ Generalized parking problems for levy processes ⋮ On efficient stopping times
This page was built for publication: On Wald's equations in continuous time