Publication:3570809

zbMath1212.60130MaRDI QIDQ3570809

Rong Tang, Yong-hui Huang

Publication date: 8 July 2010

zbMATH Keywords

Markov processes; stopping time; first hitting time

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

60J05: Discrete-time Markov processes on general state spaces

60G40: Stopping times; optimal stopping problems; gambling theory