Geodesic
On moments of the time and the value of the first jump over a curvilinear bound
Teoriâ veroâtnostej i ee primeneniâ, Tome 12 (1967) no. 4, pp. 755-762 Cet article a éte moissonné depuis la source Math-Net.Ru

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The maximal order of finite moments of the time and the value of the first jump over curvilinear bounds is obtained for the ordinary random walk with infinite variance. The negative answer is given to the question of professor H. Robbins about finiteness of the mean value of the positive part of the particle's position at a Markovian stopping time. 
@article{TVP_1967_12_4_a15,
     author = {V. I. Rotar'},
     title = {On moments of the time and the value of the first jump over a~curvilinear bound},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {755--762},
     year = {1967},
     volume = {12},
     number = {4},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1967_12_4_a15/}
}
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V. I. Rotar'. On moments of the time and the value of the first jump over a curvilinear bound. Teoriâ veroâtnostej i ee primeneniâ, Tome 12 (1967) no. 4, pp. 755-762. http://geodesic.mathdoc.fr/item/TVP_1967_12_4_a15/