First exit time probability for multidimensional diffusions: A PDE-based approach (Q952076): Difference between revisions

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Latest revision as of 19:46, 28 June 2024

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First exit time probability for multidimensional diffusions: A PDE-based approach
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    First exit time probability for multidimensional diffusions: A PDE-based approach (English)
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    6 November 2008
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    first exit time
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    multidimensional diffusion
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    finite element method
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