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The ruin problem and cover times of asymmetric random walks and Brownian motions - MaRDI portal

The ruin problem and cover times of asymmetric random walks and Brownian motions (Q4493515)

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scientific article; zbMATH DE number 1484850
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English
The ruin problem and cover times of asymmetric random walks and Brownian motions
scientific article; zbMATH DE number 1484850

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    The ruin problem and cover times of asymmetric random walks and Brownian motions (English)
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    19 September 2000
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    random walk
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    Wiener process
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    stopping time
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    cover time
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