Integrated Brownian motion, conditioned to be positive (Q1568286): Difference between revisions
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Latest revision as of 21:43, 10 December 2024
scientific article
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English | Integrated Brownian motion, conditioned to be positive |
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Integrated Brownian motion, conditioned to be positive (English)
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21 June 2000
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conditioning
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confluent hypergeometric functions
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hitting times
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integrated Brownian motion
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Kolmogorov diffusion
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stochastic differential equations
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