Citation: P. Kennedy, Douglas et P. Kertz, Robert, Limit theorems for suprema, threshold-stopped random variables and last exits of i.i.d. random variables with costs and discounting, with applications to optimal stopping, Advances in applied probability , 24(2), 1992, pp. 241-266
Citation: P. Kennedy, Douglas et P. Kertz, Robert, Limit theorems for threshold-stopped random variables with applications to optimal stopping, Advances in applied probability , 22(2), 1990, pp. 396-411