Fluctuation identities applied to the hitting time of a half-line in the plane

DOI10.1007/S10959-008-0192-4MaRDI QIDQ1014061zbMATH OpenOpenAlexFDO

Authors Yasuki Isozaki

Publication date 24 April 2009

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10959-008-0192-4

zbMATH Keywords

asymptotic estimatesfirst hitting timesfluctuation identitiesrandom walks

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

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Cites work

• Asymptotic estimates for the distribution of additive functionals of Brownian motion by the Wiener-Hopf factorization method
• Hitting time of a half-line by two-dimensional random walk
• scientific article; zbMATH DE number 3560403 (Why is no real title available?)
• scientific article; zbMATH DE number 1528193 (Why is no real title available?)
• scientific article; zbMATH DE number 3223985 (Why is no real title available?)
• Intersections of random walks.

Cited in

(3)

• Positive random walks and an identity for half-space SPDEs
• Hitting of a line or a half-line in the plane by two-dimensional symmetric stable Lévy processes
• An asymptotic estimate for the hitting time of a half-line by two-dimensional Brownian motion

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