Harmonic measure in a multidimensional gambler's problem

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Publication:6421336

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arXiv2212.11526MaRDI QIDQ6421336

Vitali Wachtel, Denis Denisov

Publication date: 22 December 2022

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic potential theory (60J45) Functional limit theorems; invariance principles (60F17)

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