STOPPING TIMES FOR A WIENER PROCESS

被引:21
作者
NOVIKOV, AA
机构
来源
THEORY OF PROBILITY AND ITS APPLICATIONS,USSR | 1971年 / 16卷 / 03期
关键词
D O I
10.1137/1116049
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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页码:449 / &
相关论文
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[2]  
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[3]  
Gikhman I. I., 1968, STOCHASTIC DIFFERENT
[4]  
Ito K., 1965, DIFFUSION PROCESSES
[5]  
MILLAR PW, 1968, T AM MATH SOC, V135, P145
[6]   MOMENT INEQUALITIES FOR STOCHASTIC INTEGRALS [J].
NOVIKOV, AA .
THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1971, 16 (03) :538-&
[7]   A FIRST PASSAGE PROBLEM FOR WIENER PROCESS [J].
SHEPP, LA .
ANNALS OF MATHEMATICAL STATISTICS, 1967, 38 (06) :1912-&