Martingales and first passage times of AR(1) sequences

Author： Novikov Alexander   Kordzakhia Nino  

Publisher： Taylor & Francis Ltd

ISSN： 1744-2508

Source： Stochastics: An International Journal of Probability and Stochastic Processes, Vol.80, Iss.2-3, 2008-04, pp. : 197-210

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