Bounding the first passage time on an average

DOI10.1016/J.SPL.2002.09.001zbMath1098.60041OpenAlexW1994528985MaRDI QIDQ2568319

Ming Yang, Victor H. de la Peña

Publication date: 10 October 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2002.09.001

zbMATH Keywords

upper and lower bounds

Mathematics Subject Classification ID

Sequential statistical methods (62L99) Stopping times; optimal stopping problems; gambling theory (60G40)

Related Items (3)

On an approach to boundary crossing by stochastic processes ⋮ Maximal inequalities for additive processes ⋮ FROM BOUNDARY CROSSING OF NON-RANDOM FUNCTIONS TO BOUNDARY CROSSING OF STOCHASTIC PROCESSES

Cites Work

• The growth of random walks and Levy processes
• Diffusions and Elliptic Operators

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