Generalized Wald equations in discrete time

DOI10.1016/0304-4149(74)90003-9MaRDI QIDQ1213245zbMATH OpenOpenAlexFDO

Authors Bruce Brown

Publication date 1974

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(74)90003-9

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites work

• scientific article; zbMATH DE number 3256930 (Why is no real title available?)
• Higher Moments of Randomly Stopped Sums
• Martingale Transforms
• Moments of Randomly Stopped Sums
• Moments of a Stopping Rule Related to the Central Limit Theorem
• On Wald's equations in continuous time
• Simpler conditions for Wald equations

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