Remote Access Bulletin of the American Mathematical Society

Bulletin of the American Mathematical Society

ISSN 1088-9485(online) ISSN 0273-0979(print)



Regarding stopping rules for Brownian motion and random walks

Author: Leroy H. Walker
Journal: Bull. Amer. Math. Soc. 75 (1969), 46-50
MathSciNet review: 0239630
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  • 3. D. A. Darling and A. J. F. Siegert, The first passage problem for a continuous Markov process, Ann. Math. Statistics 24 (1953), 624–639. MR 0058908
  • 4. Aryeh Dvoretzky, Existence and properties of certain optimal stopping rules, Proc. Fifth Berkeley Sympos. Math. Statist. and Probability (Berkeley, Calif., 1965/66) Univ. California Press, Berkeley, Calif., 1967, pp. Vol. I: Statistics, pp. 441–452. MR 0214232
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  • 6. A. V. Skorokhod, Studies in the theory of random processes, Translated from the Russian by Scripta Technica, Inc, Addison-Wesley Publishing Co., Inc., Reading, Mass., 1965. MR 0185620
  • 7. H. Teicher and J. Wolfowitz, Existence of optimal stopping rules for linear and quadratic rewards, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 5 (1966), 361–368. MR 0210268

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