Tails of passage-times and an application to stochastic processes with boundary reflection in wedges

DOI10.1016/S0304-4149(96)00118-4zbMath0889.60045MaRDI QIDQ1382504

Roudolf Iasnogorodski, Sanjar Aspandiiarov

Publication date: 29 March 1998

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

reflected Brownian motion; recurrence classification; Markov chain with boundary reflection; passage-times

Mathematics Subject Classification ID

60G42: Martingales with discrete parameter

60J10: Markov chains (discrete-time Markov processes on discrete state spaces)

60J60: Diffusion processes

Related Items

Passage-time moments and hybrid zones for the exclusion-voter model, The simple harmonic urn, On polynomial mixing bounds for stochastic differential equations, Slow recurrent regimes for a class of one-dimensional stochastic growth models, Reflecting random walks in curvilinear wedges, Excursions and path functionals for stochastic processes with asymptotically zero drifts, Passage-time moments for nonnegative stochastic processes and an application to reflected random walks in a quadrant

Cites Work

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