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Random walk with heavy tail and negative drift conditioned by its minimum and final values - MaRDI portal

Random walk with heavy tail and negative drift conditioned by its minimum and final values (Q5250649)

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scientific article; zbMATH DE number 6438663
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Random walk with heavy tail and negative drift conditioned by its minimum and final values
scientific article; zbMATH DE number 6438663

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    21 May 2015
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    random walks
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    heavy tail
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    negative drift
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    minimum
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    math.PR
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