On Wald's equations in continuous time
From MaRDI portal
Publication:5580817
DOI10.2307/3212148zbMath0186.52904OpenAlexW2324976516MaRDI QIDQ5580817
Publication date: 1970
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3212148
Related Items
Randomised sequential probability ratio tests for stochastic processes, The largest fragment of a homogeneous fragmentation process, Stability of the exit time for Lévy processes, On capital allocation for a risk measure derived from ruin theory, On the moments of some first passage times and the associated processes, Variation and share-weighted variation swaps on time-changed Lévy processes, A remark on the skorohod representation, On optimal stopping with concave costs of observation, Asymptotic inference for stochastic processes, Inférence statistique dans les processus stochastiques: Aperçu historique, On a.s. and r-mean convergence of random processes with an application to first passage times, A solution technique for Lévy driven long term average impulse control problems, Locally most powerful sequential tests for processes of the exponential class with stationary and independent increments, Variance swaps on time-changed Lévy processes, Generalized Wald equations in discrete time, Constructions of local time for a Markov process, Generalized parking problems for levy processes, On efficient stopping times