Stochastic ordering results on the duration of the gambler's ruin game (Q6500028)
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scientific article; zbMATH DE number 7845407
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic ordering results on the duration of the gambler's ruin game |
scientific article; zbMATH DE number 7845407 |
Statements
Stochastic ordering results on the duration of the gambler's ruin game (English)
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10 May 2024
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Brownian motion
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first exit time
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likelihood ratio order
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monotone likelihood ratio
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usual stochastic order
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