Local probabilities for random walks conditioned to stay positive
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Publication:957726
DOI10.1007/s00440-007-0124-8zbMath1158.60014arXiv0711.1302OpenAlexW2041043703MaRDI QIDQ957726
Vladimir A. Vatutin, Vitali Wachtel
Publication date: 1 December 2008
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0711.1302
Infinitely divisible distributions; stable distributions (60E07) Sums of independent random variables; random walks (60G50) Stable stochastic processes (60G52)
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Cites Work
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