Recorridos aleatorios simples en tiempo continuo

DOI10.1007/BF02888381zbMath0734.60076MaRDI QIDQ3361668

Ricardo Vélez Ibarrola

Publication date: 1983

Published in: Trabajos de Estadistica y de Investigacion Operativa (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/40696

zbMATH Keywords

convergenceWiener processrandom walkcontinuous timeabsorption probabilitiesmean times until absorption

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Transition functions, generators and resolvents (60J35)

Cites Work

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