A renewal theory with varying drift

DOI10.1214/AOP/1176991423zbMATH Open0676.60080OpenAlexW1974808146MaRDI QIDQ1122877FDOQ1122877

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

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zbMATH Keywords

excess over the boundarycrossing times

Mathematics Subject Classification ID

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

Cited In (8)

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

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