Tails of passage-times and an application to stochastic processes with boundary reflection in wedges

Stochastic Processes and their Applications

Volumn 66, Issue 1, 1997, Pages 115-145

  Aspandiiarov, S ^a   Iasnogorodski, R ^b  

^a University of Paris VII LPSM partially supported by ERC Starting Grant 680275 MALIG   (France)

^b UNIVERSITÉ D'ORLÉANS   (France)

Author keywords

Markov chain with boundary reflection; Passage times; Recurrence classification; Reflected brownian motion

Indexed keywords

EID: 0031065863     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(96)00118-4     Document Type: Article

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