First-Passage Times over Moving Boundaries for Asymptotically Stable Walks
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Publication:4618077
DOI10.1137/S0040585X97T989283zbMath1442.60049arXiv1801.04136MaRDI QIDQ4618077
Vitali Wachtel, Denis Denisov, Aleksandr Ivanovich Sakhanenko
Publication date: 7 February 2019
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1801.04136
60G51: Processes with independent increments; Lévy processes
60G50: Sums of independent random variables; random walks
60G52: Stable stochastic processes
60F17: Functional limit theorems; invariance principles
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