The ruin problem and cover times of asymmetric random walks and Brownian motions (Q4493515)
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scientific article; zbMATH DE number 1484850
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| English | The ruin problem and cover times of asymmetric random walks and Brownian motions |
scientific article; zbMATH DE number 1484850 |
Statements
The ruin problem and cover times of asymmetric random walks and Brownian motions (English)
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19 September 2000
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random walk
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Wiener process
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stopping time
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cover time
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0.7546740770339966
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0.7445146441459656
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0.7376371026039124
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0.7285672426223755
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0.7284196019172668
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