Green function for an asymptotically stable random walk in a half space

DOI10.1007/s10959-023-01283-4arXiv2209.12603MaRDI QIDQ6411933

Denis Denisov, Vitali Wachtel

Publication date: 26 September 2022

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

60G40: Stopping times; optimal stopping problems; gambling theory

60J45: Probabilistic potential theory

60F17: Functional limit theorems; invariance principles