Escape time for a random walk from an orthant (Q915268): Difference between revisions

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Property / author: Arthur O. Pittenger / rank
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Property / cites work: Fluctuations of random walk in <i>R</i><sup><i>d</i></sup> and storage systems / rank
 
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Property / cites work: Escape time for a random walk from an orthant / rank
 
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Property / cites work: Semimartingales: A course on stochastic processes / rank
 
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Property / cites work: Q4114574 / rank
 
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Latest revision as of 09:29, 21 June 2024

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Escape time for a random walk from an orthant
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    Escape time for a random walk from an orthant (English)
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    1990
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    random walk
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    martingales
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    stopping times
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