Invariance principles for integrated random walks conditioned to stay positive
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Publication:6103965
DOI10.1214/22-aap1811zbMath1515.60124arXiv2007.13211OpenAlexW3044166393MaRDI QIDQ6103965
Michael Bar, Vitali Wachtel, Jetlir Duraj
Publication date: 5 June 2023
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.13211
Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Functional limit theorems; invariance principles (60F17)
Cites Work
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