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Latest revision as of 23:50, 19 March 2024

scientific article; zbMATH DE number 4115689
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English
First-Passage Densities of a Two-Dimensional Process
scientific article; zbMATH DE number 4115689

    Statements

    First-Passage Densities of a Two-Dimensional Process (English)
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    1989
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    first-passage density
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    Brownian motion
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    moment generating function
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    optimal control
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