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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]

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Fikri Gokpinar

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Tahir Khaniyev

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R. T. Aliyev

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