Largest Excess of Boundary Crossings for Martingales.
Metrika, Tome 34 (1987), pp. 107-115.

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Mots-clés : first passage times, largest excess of the boundary
@article{MET_1987__34_176104,
     author = {A. Irle},
     title = {Largest {Excess} of {Boundary} {Crossings} for {Martingales.}},
     journal = {Metrika},
     pages = {107--115},
     publisher = {mathdoc},
     volume = {34},
     year = {1987},
     zbl = {0616.60044},
     url = {http://geodesic.mathdoc.fr/item/MET_1987__34_176104/}
}
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A. Irle. Largest Excess of Boundary Crossings for Martingales.. Metrika, Tome 34 (1987), pp. 107-115. http://geodesic.mathdoc.fr/item/MET_1987__34_176104/