Hitting Time Distributions for General Stochastic Processes

DOI10.1214/AOMS/1177692408MaRDI QIDQ5684029zbMATH OpenOpenAlexFDO

Authors Dudley Paul Johnson

Publication date 1972

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177692408

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Stopping times; optimal stopping problems; gambling theory (60G40) Continuous-time Markov processes on general state spaces (60J25)

Cited in

(2)

• Representations of general stochastic processes
• Representations and Classifications of Stochastic Processes

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