Local probabilities for random walks with negative drift conditioned to stay nonnegative
From MaRDI portal
Publication:2514279
DOI10.1214/EJP.v19-3426zbMath1307.60050MaRDI QIDQ2514279
Denis Denisov, Vitali Wachtel, Vladimir A. Vatutin
Publication date: 3 February 2015
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/ejp.v19-3426
Related Items
Asymptotics for exponential functionals of random walks, Limit theorems for affine Markov walks conditioned to stay positive, Asymptotic results for heavy-tailed Lévy processes and their exponential functionals