Tails of passage-times and an application to stochastic processes with boundary reflection in wedges

DOI10.1016/S0304-4149(96)00118-4zbMath0889.60045MaRDI QIDQ1382504

Roudolf Iasnogorodski, Sanjar Aspandiiarov

Publication date: 29 March 1998

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

reflected Brownian motionrecurrence classificationMarkov chain with boundary reflectionpassage-times

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60)

Related Items (7)

Slow recurrent regimes for a class of one-dimensional stochastic growth models ⋮ Passage-time moments and hybrid zones for the exclusion-voter model ⋮ Excursions and path functionals for stochastic processes with asymptotically zero drifts ⋮ The simple harmonic urn ⋮ Reflecting random walks in curvilinear wedges ⋮ On polynomial mixing bounds for stochastic differential equations ⋮ Passage-time moments for nonnegative stochastic processes and an application to reflected random walks in a quadrant

Cites Work

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