| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1702780 | Applied Mathematical Modelling | 2016 | 8 Pages |
Abstract
•Asymptotic behavior of cross nonlinear boundary using random walk has studied.•We obtained the distribution of overshoots for nonlinear boundary.•We proved that the density of first passage time tends to the normal.
In this paper, theorems on the asymptotic behavior of local probabilities of crossing nonlinear boundary by a perturbed random walk were proved.
Related Topics
Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
Mahmod Navidi, Behrouz Fathi-Vajargah,