First-passage time of Markov processes to moving barriers (Q3344948): Difference between revisions

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Latest revision as of 21:19, 19 March 2024

scientific article
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English
First-passage time of Markov processes to moving barriers
scientific article

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    First-passage time of Markov processes to moving barriers (English)
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    1984
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    first-exit time
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    mean first-passage time
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    Ornstein-Uhlenbeck process
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    exponentially decaying barrier
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    moving barriers
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