Two renewal theorems for general random walks tending to infinity (Q1924275)

From MaRDI portal
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
    0 references
    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

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references