Approximation formulas for the moments of the boundary functional of a Gaussian random walk with positive drift by using Siegmund's formula (Q5087544)
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scientific article; zbMATH DE number 7551980
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximation formulas for the moments of the boundary functional of a Gaussian random walk with positive drift by using Siegmund's formula |
scientific article; zbMATH DE number 7551980 |
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Approximation formulas for the moments of the boundary functional of a Gaussian random walk with positive drift by using Siegmund's formula (English)
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1 July 2022
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boundary functional
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Dynkin principle
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Gaussian random walk
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ladder height
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meta-modeling
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positive drift
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Reimann zeta-function
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0.8635137
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0.8558442
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0.8550292
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0.85214835
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0.8480352
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