Two renewal theorems for general random walks tending to infinity (Q1924275): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q428573 |
Changed an Item |
||
Property / author | |||
Property / author: Ross A. Maller / rank | |||
Normal rank |
Revision as of 01:07, 15 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Two renewal theorems for general random walks tending to infinity |
scientific article |
Statements
Two renewal theorems for general random walks tending to infinity (English)
0 references
14 January 1997
0 references
first passage time of a random walk
0 references
last exit times
0 references
renewal theory
0 references
applications in option pricing
0 references