scientific article; zbMATH DE number 3381619
From MaRDI portal
Publication:5651973
zbMATH Open0241.60035MaRDI QIDQ5651973FDOQ5651973
Authors: Leo Breiman 
Publication date: 1967
Title of this publication is not available (Why is that?)
Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40)
Cited In (33)
- Some conditional crossing results of Brownian motion over a piecewise-linear boundary
- Boundary-crossing identities for diffusions having the time-inversion property
- Random locations of periodic stationary processes
- On the Hausdorff dimension of the Brownian slow points
- Some properties of multiple decisions following a sequential test
- Brownian first exit from and sojourn over one sided moving boundary and application
- On the windings of complex-valued Ornstein–Uhlenbeck processes driven by a Brownian motion and by a stable process
- On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes
- On the first hitting time density for a reducible diffusion process
- OLD PROBLEMS, CLASSICAL METHODS, NEW SOLUTIONS
- Crossing an asymptotically square-root boundary by the Brownian motion
- Uniqueness of first passage time distributions via Fredholm integral equations
- Quasi-stationarity for one-dimensional renormalized Brownian motion
- Non-crossing Brownian paths and Dyson Brownian motion under a moving boundary
- Optimal anytime regret with two experts
- Closed form valuation of barrier options with stochastic barriers
- On the computation of the survival probability of Brownian motion with drift in a closed time interval when the absorbing boundary is a step function
- Valuation of contingent claims with mortality and interest rate risks
- First hitting time of Brownian motion on simple graph with skew semiaxes
- A structure-preserving method for the distribution of the first hitting time to a moving boundary for some Gaussian processes
- Analytic crossing probabilities for certain barriers by Brownian motion
- On an algorithm for solving Fredholm integrals of the first kind
- Comment on ``On a stopped functional for a bidimensional process by C. Makasu
- On the first exit time of geometric Brownian motion from stochastic exponential boundaries
- On the Expected Stopping Time of the Universal d-Guaranteeing Procedure for Distinguishing Two Hypotheses
- Geometry of distribution-constrained optimal stopping problems
- On statistical methods in neuronal spike-train analysis
- First passage times for some classes of fractional time-changed diffusions
- Crossing probabilities for a square root boundary by a bessel process
- Long- and short-time asymptotics of the first-passage time of the Ornstein–Uhlenbeck and other mean-reverting processes
- Stochastic differential equations for compounded risk reserves
- On a fundamental identity for stopping times and its application to risk theory
- Some Brownian functionals and their laws
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5651973)
