One-Sided Boundary Crossing for Processes with Independent Increments

DOI10.1137/1131029zbMath0658.60103MaRDI QIDQ3806507

Prescilla E. Greenwood, Alexander Novikov

Publication date: 1987

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1131029

zbMATH Keywords

limit theorems; growth conditions; process with stationary independent increments

Mathematics Subject Classification ID

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

60J99: Markov processes

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