A renewal theory with varying drift

DOI10.1214/AOP/1176991423MaRDI QIDQ1122877zbMATH OpenOpenAlexFDO

Authors Cun-Hui Zhang

Publication date 1989

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176991423

zbMATH Keywords

excess over the boundarycrossing times

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Renewal theory (60K05)

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Cited in

(8)

• Renewal theory with a trend
• A renewal theorem for strongly ergodic Markov chains in dimension \(d \geq 3\) and centered case
• A uniform renewal theorem
• First passage times for perturbed random walks
• Parameter-dependent renewal theorems with applications
• Uniform Markov renewal theory and ruin probabilities in Markov random walks.
• Random walk with Poisson drift
• Credit risk propagation in structural-form models

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