Approximation formulas for the moments of the boundary functional of a Gaussian random walk with positive drift by using Siegmund's formula

Fikri Gokpinar, Tahir Khaniyev, R. T. Aliyev. Approximation formulas for the moments of the boundary functional of a Gaussian random walk with positive drift by using Siegmund's formula. Communications in Statistics - Simulation and Computation, 48(9):2679-2688, 2019. [doi]

Abstract

Abstract is missing.