On a random walk between a reflecting and an absorbing barrier

DOI10.1214/aop/1176996041zbMath0342.60050OpenAlexW1975209860MaRDI QIDQ1232127

Alessandro Blasi

Publication date: 1976

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176996041

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Diffusion processes (60J60)

Related Items (3)

Unnamed Item ⋮ On the maximum drawdown of a Brownian motion ⋮ On absorption probabilities for a random walk between two different barriers

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