Computing the expectation of the Azéma-Yor stopping times
Pedersen, J. L. ; Peškir, G.
Annales de l'I.H.P. Probabilités et statistiques, Tome 34 (1998), p. 265-276 / Harvested from Numdam
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Publié le : 1998-01-01
@article{AIHPB_1998__34_2_265_0,
     author = {Pedersen, J. L. and Pe\v skir, G.},
     title = {Computing the expectation of the Az\'ema-Yor stopping times},
     journal = {Annales de l'I.H.P. Probabilit\'es et statistiques},
     volume = {34},
     year = {1998},
     pages = {265-276},
     mrnumber = {1614599},
     zbl = {0903.60067},
     language = {en},
     url = {http://dml.mathdoc.fr/item/AIHPB_1998__34_2_265_0}
}

Pedersen, J. L.; Peškir, G. Computing the expectation of the Azéma-Yor stopping times. Annales de l'I.H.P. Probabilités et statistiques, Tome 34 (1998) pp. 265-276. http://gdmltest.u-ga.fr/item/AIHPB_1998__34_2_265_0/

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