Harmonic measure in a multidimensional gambler's problem

arXiv2212.11526MaRDI QIDQ6421336

Vitali Wachtel, Denis Denisov

Publication date: 22 December 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