The Maximum of a Random Walk Reflected at a General Barrier

Research output: Contribution to journal › Journal article › Research › peer-review

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The Maximum of a Random Walk Reflected at a General Barrier. / Hansen, Niels Richard.

In: Annals of Applied Probability, Vol. 16, No. 1, 2006, p. 15-29.

Research output: Contribution to journal › Journal article › Research › peer-review

Harvard

Hansen, NR 2006, 'The Maximum of a Random Walk Reflected at a General Barrier', Annals of Applied Probability, vol. 16, no. 1, pp. 15-29.

APA

Hansen, N. R. (2006). The Maximum of a Random Walk Reflected at a General Barrier. Annals of Applied Probability, 16(1), 15-29.

Vancouver

Hansen NR. The Maximum of a Random Walk Reflected at a General Barrier. Annals of Applied Probability. 2006;16(1):15-29.

Author

Hansen, Niels Richard. / The Maximum of a Random Walk Reflected at a General Barrier. In: Annals of Applied Probability. 2006 ; Vol. 16, No. 1. pp. 15-29.

Bibtex

@article{b70e17206c3611dcbee902004c4f4f50,
title = "The Maximum of a Random Walk Reflected at a General Barrier",
author = "Hansen, {Niels Richard}",
year = "2006",
language = "English",
volume = "16",
pages = "15--29",
journal = "Annals of Applied Probability",
issn = "1050-5164",
publisher = "Institute of Mathematical Statistics",
number = "1",

}

RIS

TY - JOUR

T1 - The Maximum of a Random Walk Reflected at a General Barrier

AU - Hansen, Niels Richard

PY - 2006

Y1 - 2006

M3 - Journal article

VL - 16

SP - 15

EP - 29

JO - Annals of Applied Probability

JF - Annals of Applied Probability

SN - 1050-5164

IS - 1

ER -

ID: 1086414