On the First Passage of the Integrated Wiener Process

DOI10.1214/aoms/1177693084zbMath0271.60049OpenAlexW2078594314MaRDI QIDQ5179589

Malcolm Goldman

Publication date: 1971

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177693084

Mathematics Subject Classification ID

Gaussian processes (60G15) Stopping times; optimal stopping problems; gambling theory (60G40) Sample path properties (60G17)

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