Three-dimensional reflected driftless random walks in troughs: new asymptotic behavior

DOI10.1016/S0246-0203(99)80005-3zbMath0922.60044OpenAlexW1496748185MaRDI QIDQ1282373

Roudolf Iasnogorodski, Sanjar Aspandiiarov

Publication date: 3 October 1999

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1999__35_1_49_0

zbMATH Keywords

diffusion processesrecurrence classificationsemimartingale reflected Brownian motionreflected random walks

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60)

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