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The gambler's ruin problem for a Markov chain related to the Bessel process

Mario Lefebvre

Presentation (2007)

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Department: Department of Mathematics and Industrial Engineering
PolyPublie URL: https://publications.polymtl.ca/42614/
Conference Title: 1er Congrès Franco-Espagnol de Mathématiques (ICFEM 2007)
Conference Location: Zaragoza, Espagne
Conference Date(s): 2007-07-01 - 2007-07-31
Date Deposited: 18 Apr 2023 15:16
Last Modified: 25 Sep 2024 16:28
Cite in APA 7: Lefebvre, M. (2007, July). The gambler's ruin problem for a Markov chain related to the Bessel process [Le problème de la ruine du joueur pour une chaîne de Markov reliée au processus de Bessel]. [Presentation]. In 1er Congrès Franco-Espagnol de Mathématiques (ICFEM 2007), Zaragoza, Espagne.

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