Largest Excess of Boundary Crossings for Martingales.

A. Irle

Metrika (1987)

  • Volume: 34, page 107-115
  • ISSN: 0026-1335; 1435-926X/e

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Irle, A.. "Largest Excess of Boundary Crossings for Martingales.." Metrika 34 (1987): 107-115. <http://eudml.org/doc/176104>.

@article{Irle1987,
author = {Irle, A.},
journal = {Metrika},
keywords = {first passage times; largest excess of the boundary},
pages = {107-115},
title = {Largest Excess of Boundary Crossings for Martingales.},
url = {http://eudml.org/doc/176104},
volume = {34},
year = {1987},
}

TY - JOUR
AU - Irle, A.
TI - Largest Excess of Boundary Crossings for Martingales.
JO - Metrika
PY - 1987
VL - 34
SP - 107
EP - 115
KW - first passage times; largest excess of the boundary
UR - http://eudml.org/doc/176104
ER -

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