On the Amount of Variance Needed to Escape from a strip
Blackwell, David ; Freedman, David
Ann. Probab., Tome 1 (1973) no. 5, p. 772-787 / Harvested from Project Euclid
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On the intrinsic time-scale, a martingale with uniformly bounded increments escapes from a strip at the same asymptotic rate as Brownian motion.
Publié le : 1973-10-14
Classification:  Martingale,  crossing time,  hitting time,  60G45 
@article{1176996845,
     author = {Blackwell, David and Freedman, David},
     title = {On the Amount of Variance Needed to Escape from a strip},
     journal = {Ann. Probab.},
     volume = {1},
     number = {5},
     year = {1973},
     pages = { 772-787},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176996845}
}

Blackwell, David; Freedman, David. On the Amount of Variance Needed to Escape from a strip. Ann. Probab., Tome 1 (1973) no. 5, pp.  772-787. http://gdmltest.u-ga.fr/item/1176996845/