165 citations · 332 across the 36 of their papers we have counts for
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math.PR2018
Alternative constructions of a harmonic function for a random walk in a cone
Denis Denisov, Vitali Wachtel
For a random walk killed at leaving a cone we suggest two new constructions of a positive harmonic function. These constructions allow one to remove a quite strong extendability as…
math.PR2018
First-passage times over moving boundaries for asymptotically stable walks
Denis Denisov, Alexander Sakhanenko, Vitali Wachtel
Let be a random walk wih independent and identically distributed increments and let be a sequence of real numbers. Let denote the first tim…