An exact asymptotics for the moment of crossing a curved boundary by an asymptotically stable random walk (Q2821767)
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scientific article; zbMATH DE number 6629348
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| English | An exact asymptotics for the moment of crossing a curved boundary by an asymptotically stable random walk |
scientific article; zbMATH DE number 6629348 |
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23 September 2016
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first passage time
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moving boundary
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nonlinear boundary
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exit time
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An exact asymptotics for the moment of crossing a curved boundary by an asymptotically stable random walk (English)
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0.8387059569358826
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0.8322428464889526
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0.8239613175392151
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0.8213011026382446
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0.8206794857978821
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