Second Order Expansions for the Moments of Minimum Point of an Unbalanced Two-sided Normal Random Walk
| Year of publication: |
1999
|
|---|---|
| Authors: | Wu, Yanhong |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 51.1999, 1, p. 187-200
|
| Publisher: |
Springer |
| Subject: | Brownian motion | ladder height and ladder epoch | strong renewal theorem |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005169179