Distributions of stopping times for poisson processes with linear boundaries

DOI10.1080/15326349108807186zbMath0737.60063OpenAlexW2144722126MaRDI QIDQ3981800

Shelemyahu Zacks

Publication date: 26 June 1992

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349108807186

zbMATH Keywords

Poisson processstopping timesnumerical datasequential stoppingcrossing times of linear boundaries

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Markov processes (60J99)

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