A further study of an approximation for last-exit and first-passage probabilities of a random walk.

Daley, D.J., and Servi, L.D.. "A further study of an approximation for last-exit and first-passage probabilities of a random walk.." Journal of Applied Mathematics and Stochastic Analysis 7.3 (1994): 411-422. <http://eudml.org/doc/47232>.

@article{Daley1994,
author = {Daley, D.J., Servi, L.D.},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {random walk; first-passage time; last-exit time; Feller's ladder variable argument},
language = {eng},
number = {3},
pages = {411-422},
publisher = {Hindawi Publishing Corporation, New York},
title = {A further study of an approximation for last-exit and first-passage probabilities of a random walk.},
url = {http://eudml.org/doc/47232},
volume = {7},
year = {1994},
}

TY - JOUR
AU - Daley, D.J.
AU - Servi, L.D.
TI - A further study of an approximation for last-exit and first-passage probabilities of a random walk.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 1994
PB - Hindawi Publishing Corporation, New York
VL - 7
IS - 3
SP - 411
EP - 422
LA - eng
KW - random walk; first-passage time; last-exit time; Feller's ladder variable argument
UR - http://eudml.org/doc/47232
ER -