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Latest revision as of 10:14, 12 July 2024

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Boundary crossing probabilities for high-dimensional Brownian motion
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    Boundary crossing probabilities for high-dimensional Brownian motion (English)
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    11 August 2016
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    Brownian motion
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    boundary crossing probability
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    finite Markov chain imbedding
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    Y-type time tunnel
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    irregular boundary
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    convergence rate
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