From pseudorandom walk to pseudo-Brownian motion: first exit time from a one-sided or a two-sided interval

DOI10.1155/2014/520136zbMath1319.60077arXiv1301.6579WikidataQ59047020 ScholiaQ59047020MaRDI QIDQ2444217

Aimé Lachal

Publication date: 9 April 2014

Published in: International Journal of Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.6579

zbMATH Keywords

first exit time; pseudo-Brownian motion; pseudorandom walk

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

60J65: Brownian motion

60G20: Generalized stochastic processes