scientific article; zbMATH DE number 3574680

MaRDI QIDQ4144525zbMATH OpenFDO

Authors David Williams

Publication date 1976

Full work available at URL http://www.numdam.org/item?id=SPS_1976__10__235_0, https://eudml.org/doc/113081

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Brownian motion (60J65)

Cited in

(9)

• Levy's stochastic area formula in higher dimensions
• Generalized Lévy stochastic areas and selfdecomposability.
• On quadratic functionals of the Brownian sheet and related processes
• An asymptotic estimate for Brownian motion with drift
• Asymptotic behavior of the local score of independent and identically distributed random sequences.
• L�vy's downcrossing theorem
• Stochastic Volatility for Lévy Processes
• Asymptotics for diffusion first-passage laws
• Drawdowns of diffusions

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