Excursions and path functionals for stochastic processes with asymptotically zero drifts (Q2444628): Difference between revisions

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Latest revision as of 15:08, 7 July 2024

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Excursions and path functionals for stochastic processes with asymptotically zero drifts
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    Excursions and path functionals for stochastic processes with asymptotically zero drifts (English)
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    10 April 2014
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    path functionals
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    excursions
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    maximum
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    passage time
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    additive functionals
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    path integral
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    Lamperti's problem
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    centre of mass
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    centrally biased random walk
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