On the distribution of the first exit time and overshoot in a two-sided boundary crossing problem (Q2945783): Difference between revisions
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scientific article
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English | On the distribution of the first exit time and overshoot in a two-sided boundary crossing problem |
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On the distribution of the first exit time and overshoot in a two-sided boundary crossing problem (English)
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14 September 2015
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random walk
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two-sided boundary crossing problem
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moment generating function
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