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Martingales and first passage times of AR(1) sequences

✍ Scribed by Novikov, Alexander; Kordzakhia, Nino

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On Distributions of First Passage Times

✍ Novikov, A. A. 📂 Article 📅 2009 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 177 KB

Martingales and First-Passage Times for

✍ Novikov, A. 📂 Article 📅 2004 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 192 KB

First and second passage times of Raylei

✍ Rainal, A. 📂 Article 📅 1987 🏛 IEEE 🌐 English ⚖ 950 KB

First-passage and first-exit times of a

✍ Martin, Edgar; Behn, Ulrich; Germano, Guido 📂 Article 📅 2011 🏛 The American Physical Society 🌐 English ⚖ 540 KB

Weak convergence of sequences of first p

✍ Stefan S Ralescu; Madan L Puri 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 977 KB

Some Martingales Related to the Integral

✍ Aimé Lachal 📂 Article 📅 1998 🏛 Springer US 🌐 English ⚖ 727 KB