A closed form solution of a discrete correlated random walk
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Publication:3423569
DOI10.1080/10236190600920387zbMath1112.39006OpenAlexW2014348582MaRDI QIDQ3423569
Publication date: 14 February 2007
Published in: Journal of Difference Equations and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10236190600920387
Sums of independent random variables; random walks (60G50) Discrete version of topics in analysis (39A12) Generation, random and stochastic difference and differential equations (37H10)
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