First-exit times of an inverse Gaussian process
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Publication:5085825
DOI10.1080/17442508.2017.1311897zbMath1498.60175arXiv1105.1468OpenAlexW2962863458MaRDI QIDQ5085825
Arun Kumar, Palaniappan Vellaisamy
Publication date: 30 June 2022
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1105.1468
Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Stopping times; optimal stopping problems; gambling theory (60G40)
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