Excursions and path functionals for stochastic processes with asymptotically zero drifts (Q2444628)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Excursions and path functionals for stochastic processes with asymptotically zero drifts |
scientific article |
Statements
Excursions and path functionals for stochastic processes with asymptotically zero drifts (English)
0 references
10 April 2014
0 references
path functionals
0 references
excursions
0 references
maximum
0 references
passage time
0 references
additive functionals
0 references
path integral
0 references
Lamperti's problem
0 references
centre of mass
0 references
centrally biased random walk
0 references
0 references
0 references
0 references
0 references
0 references
0 references
