A further study of an approximation for last-exit and first-passage probabilities of a random walk.
International Journal of Stochastic Analysis, Tome 7 (1994) no. 3, p. 411.
Voir la notice de l'article dans European Digital Mathematics Library
DOI :
10.1155/S104895339400033X
Classification :
60G50, 60K25
Mots-clés : random walk, first-passage time, last-exit time, Feller's ladder variable argument
Mots-clés : random walk, first-passage time, last-exit time, Feller's ladder variable argument
@article{10_1155_S104895339400033X, author = {Daley, D.J. and Servi, L.D.}, title = {A further study of an approximation for last-exit and first-passage probabilities of a random walk.}, journal = {International Journal of Stochastic Analysis}, pages = {411}, publisher = {mathdoc}, volume = {7}, number = {3}, year = {1994}, doi = {10.1155/S104895339400033X}, zbl = {0820.60056}, language = {en}, url = {https://geodesic-test.mathdoc.fr/articles/10.1155/S104895339400033X/} }
TY - JOUR AU - Daley, D.J. AU - Servi, L.D. TI - A further study of an approximation for last-exit and first-passage probabilities of a random walk. JO - International Journal of Stochastic Analysis PY - 1994 SP - 411 VL - 7 IS - 3 PB - mathdoc UR - https://geodesic-test.mathdoc.fr/articles/10.1155/S104895339400033X/ DO - 10.1155/S104895339400033X LA - en ID - 10_1155_S104895339400033X ER -
%0 Journal Article %A Daley, D.J. %A Servi, L.D. %T A further study of an approximation for last-exit and first-passage probabilities of a random walk. %J International Journal of Stochastic Analysis %D 1994 %P 411 %V 7 %N 3 %I mathdoc %U https://geodesic-test.mathdoc.fr/articles/10.1155/S104895339400033X/ %R 10.1155/S104895339400033X %G en %F 10_1155_S104895339400033X
Daley, D.J.; Servi, L.D. A further study of an approximation for last-exit and first-passage probabilities of a random walk.. International Journal of Stochastic Analysis, Tome 7 (1994) no. 3, p. 411. doi : 10.1155/S104895339400033X. https://geodesic-test.mathdoc.fr/articles/10.1155/S104895339400033X/
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