A first-passage problem for a two-dimensional controlled random walk

DOI10.2307/3214005zbMATH Open0612.60059OpenAlexW2320366099MaRDI QIDQ3753209FDOQ3753209

Authors: Steven P. Lalley 

Publication date: 1986

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214005

Recommendations

• Two-boundary problems for a random walk
• A two-sided boundary problem for two-dimensional random walks
• Two-boundary problem for a random walk in a random environment
• Controlled random walk: conjecture and counter-example
• FIRST PASSAGE TIME PROBLEM FOR BIASED CONTINUOUS-TIME RANDOM WALKS
• Some randomized first-passage problems for one-dimensional diffusion processes
• First passage times for perturbed random walks
• First-passage problems for degenerate two-dimensional diffusion processes

zbMATH Keywords

Markov renewal theoryWiener-Hopf factorization

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov renewal processes, semi-Markov processes (60K15)

Cited In (2)

• On some first-crossing-time probabilities for a two-dimensional random walk with correlated components
• Title not available (Why is that?)

This page was built for publication: A first-passage problem for a two-dimensional controlled random walk

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3753209)