First-passage times over moving boundaries for asymptotically stable walks
نویسندگان
چکیده
منابع مشابه
First Passage times of (reflected) Ornstein–uhlenbeck Processes over Random Jump Boundaries
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ژورنال
عنوان ژورنال: Теория вероятностей и ее применения
سال: 2018
ISSN: 0040-361X,2305-3151
DOI: 10.4213/tvp5181