The first-passage density of the Brownian motion process to a curved boundary (Q4018323): Difference between revisions

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Latest revision as of 13:20, 4 April 2025

scientific article
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The first-passage density of the Brownian motion process to a curved boundary
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    The first-passage density of the Brownian motion process to a curved boundary (English)
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    16 January 1993
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    continuous Gauss-Markov process
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    boundary-crossing
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    first-passage density
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    Brownian bridge
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    numerical example
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