On some boundary crossing problems for Gaussian random walks

Annals of Probability

Volumn 24, Issue 4, 1996, Pages 2154-2171

  Lotov, V I ^a  

^a SOBOLEV INSTITUTE OF MATHEMATICS   (Russian Federation)

Author keywords

First exit time; Overshoot; Random walks; Sequential probability ratio test; Wiener Hopf factorization

Indexed keywords

EID: 0030375491     PISSN: 00911798     EISSN: None     Source Type: Journal    
DOI: 10.1214/aop/1041903223     Document Type: Article

References (11)

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11. SIEGMUND, D. (1985). Sequential Analysis. Springer, New York.