The gambler's ruin problem for a Markov chain related to the Bessel process
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Publication:951168
DOI10.1016/j.spl.2008.02.009zbMath1149.60047MaRDI QIDQ951168
Publication date: 30 October 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.02.009
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
60J60: Diffusion processes
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