Some Problems on a One-Dimensional Correlated Random Walk with Various Types of Barrier

DOI10.2307/3214804zbMath0759.60074OpenAlexW2333183383MaRDI QIDQ3992299

Yuan Lin Zhang

Publication date: 13 August 1992

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214804

zbMATH Keywords

numerical examplescorrelated random walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (7)

Optimal stopping rules for correlated random walks with a discount ⋮ Reflection principle for finite-velocity random motions ⋮ On the semi-Markovian random walk with two reflecting barriers ⋮ Asymptotic expansions for the moments of the Gaussian random walk with two barriers ⋮ Limit Theorems and Absorption Problems for One-Dimensional Correlated Random Walks ⋮ Optimal Buy/Sell Rules for Correlated Random Walks ⋮ A model of inventory control

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