The first rendezvous time of Brownian motion and compound Poisson-type processes
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Publication:4660530
DOI10.1239/jap/1101840551zbMath1080.60041MaRDI QIDQ4660530
David Perry, Wolfgang Stadje, Shelemyahu Zacks
Publication date: 4 April 2005
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1101840551
60J65: Brownian motion
60G40: Stopping times; optimal stopping problems; gambling theory
60K30: Applications of queueing theory (congestion, allocation, storage, traffic, etc.)
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