Randomized First Passage Times

arXiv0911.4165MaRDI QIDQ6216419

Sebastian Jaimungal, Angelo Valov, Alex Kreinin

Publication date: 21 November 2009

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Martingales with continuous parameter (60G44) Fredholm integral equations (45B05) Volterra integral equations (45D05)

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