random barrier
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2019 ◽  
Vol 127 (5) ◽  
pp. 57004
Author(s):  
S. D. Baranovskii ◽  
A. V. Nenashev ◽  
J. O. Oelerich ◽  
S. H. M. Greiner ◽  
A. V. Dvurechenskii ◽  
...  

2018 ◽  
Vol 37 (2) ◽  
pp. 456-469
Author(s):  
Zbigniew Palmowski ◽  
Przemysław Świątek

A NOTE ON FIRST PASSAGE PROBABILITIES OF A LÉVY PROCESS REFLECTED AT A GENERAL BARRIERIn this paper we analyze a Lévy process reflected at a general possibly random barrier. For this process we prove the Central Limit Theorem for the first passage time. We also give the finite-time first passage probability asymptotics.


2011 ◽  
Vol 109 (8) ◽  
pp. 083712 ◽  
Author(s):  
Eric Bertin ◽  
David Halley ◽  
Yves Henry ◽  
Nabil Najjari ◽  
Hicham Majjad ◽  
...  

2002 ◽  
Vol 4 (14) ◽  
pp. 3173-3178 ◽  
Author(s):  
Thomas B. Schrøder ◽  
Jeppe C. Dyre

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