On the distribution of the time of the first exit from an interval and the value of a jump over the boundary for processes with independent increments and random walks

2005 ◽  
Vol 57 (10) ◽  
pp. 1590-1620 ◽  
Author(s):  
V. F. Kadankov ◽  
T. V. Kadankova
Keyword(s):  
Random Walks ◽  
Independent Increments ◽  
Processes With Independent Increments

scholarly journals Global sensitivity analysis for stochastic processes with independent increments

2020 ◽  
Vol 62 ◽  
pp. 103098
Author(s):  
Emeline Gayrard ◽  
Cédric Chauvière ◽  
Hacène Djellout ◽  
Pierre Bonnet ◽  
Don-Pierre Zappa
Keyword(s):  
Sensitivity Analysis ◽  
Stochastic Processes ◽  
Global Sensitivity Analysis ◽  
Global Sensitivity ◽  
Independent Increments ◽  
Processes With Independent Increments

scholarly journals Random walks with k-wise independent increments

2006 ◽  
Vol 11 (0) ◽  
pp. 100-107 ◽  
Author(s):  
Itai Benjamini ◽  
Gady Kozma ◽  
Dan Romik
Keyword(s):  
Random Walks ◽  
Independent Increments
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