A further study of an approximation for last-exit and first-passage probabilities of a random walk.
Daley, D.J. ; Servi, L.D.
Journal of Applied Mathematics and Stochastic Analysis, Tome 7 (1994), p. 411-422 / Harvested from The Electronic Library of Mathematics
Publié le : 1994-01-01
DOI : https://doi.org/10.1155/S104895339400033X
EUDML-ID : urn:eudml:doc:47232
@article{00722522,
     title = {A further study of an approximation for last-exit and first-passage probabilities of a random walk.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {7},
     year = {1994},
     pages = {411-422},
     doi = {10.1155/S104895339400033X},
     zbl = {0820.60056},
     language = {en},
     url = {http://dml.mathdoc.fr/item/00722522}
}
Daley, D.J.; Servi, L.D. A further study of an approximation for last-exit and first-passage probabilities of a random walk.. Journal of Applied Mathematics and Stochastic Analysis, Tome 7 (1994) pp. 411-422. doi : 10.1155/S104895339400033X. http://gdmltest.u-ga.fr/item/00722522/