Stopped Lévy processes with applications to first passage times
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference10 articles.
1. Large-sample theory of sequential estimation;Anscombe,1952
2. On the moments and limit distributions of some first passage times;Gut;Ann. Probab.,1974
3. On a.s. and r-mean convergence of random processes with an application to first passage times;Gut;Z. Wahr. Verw. Gebiete,1975
4. Stopped Random Walks;Gut,1988
5. First passage times for perturbed random walks;Gut;Sequential Anal.,1992
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