Two renewal theorems for general random walks tending to infinity (Q1924275)
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scientific article; zbMATH DE number 935106
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two renewal theorems for general random walks tending to infinity |
scientific article; zbMATH DE number 935106 |
Statements
Two renewal theorems for general random walks tending to infinity (English)
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14 January 1997
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first passage time of a random walk
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last exit times
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renewal theory
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applications in option pricing
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