Random walks in cones: The case of nonzero drift-Reference-Cited by-同舟云学术

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Random walks in cones: The case of nonzero drift

Published:2014-04 Issue:4 Volume:124 Page:1503-1518
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Duraj Jetlir

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference18 articles.

1. Brownian motion in cones;Banuelos;Probab. Theory Related Fields,1997

2. Quasi-Stationary Distributions;Collet,2013

3. Quasistationary behavior of a left-continuous random walk;Daley;Ann. Math. Stat.,1969

4. Random walks in cones;Denisov;Ann. Probab.,2013

5. On the asymptotic behaviour of first passage times for transient random walks;Doney;Probab. Theory Related Fields,1989

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