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researcher

Jetlir Duraj

12 papers hereh-index 7157 citations28 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author4
  • first author7
  • middle author1

Across the 12 of 12 papers where every author was matched, so the position is known.

fields
  • math.PR6
  • econ.TH3
  • cs.AI1
  • cs.IR1
  • q-fin.MF1

identity via Semantic Scholar / OpenAlex

activity
20132026
most citedRandom Walks in Cones: the Case of Nonzero Drift

32 citations · 41 across the 11 of their papers we have counts for

collaborators
Showing 2015Show all

1 paper · 1 filter

math.PR2015

Invariance principles for random walks in cones

Jetlir Duraj, Vitali Wachtel

We prove invariance principles for a mulditimensional random walk conditioned to stay in a cone. Our first result concerns convergence towards the Brownian meander in the cone. Fur…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.