Green function for an asymptotically stable random walk in a half space
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Publication:6411933
DOI10.1007/s10959-023-01283-4arXiv2209.12603MaRDI QIDQ6411933
Publication date: 26 September 2022
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