Two renewal theorems for general random walks tending to infinity
type: Item
instance of: scholarly article
title: Two renewal theorems for general random walks tending to infinity
zbMATH Open document ID: 0855.60080
author: Harry Kesten
author: Ross A. Maller
publication date: 1997-01-14T00:00:00Z
Mathematics Subject Classification ID: 60K05
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 60F15
Mathematics Subject Classification ID: 60G40
zbMATH DE Number: 935106
zbMATH Keywords: first passage time of a random walk
zbMATH Keywords: last exit times
zbMATH Keywords: renewal theory
zbMATH Keywords: applications in option pricing
MaRDI profile type: Publication
full work available at URL: s004400050056
OpenAlex ID: W2093854012
DOI: 10.1007/S004400050056
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 935106