Diffusion occupation time before exiting (Q2259237): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diffusion occupation time before exiting |
scientific article |
Statements
Diffusion occupation time before exiting (English)
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27 February 2015
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diffusion process
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exit problem
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occupation time
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occupation density
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Laplace transforms
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Brownian motion with two-valued drift
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skew Ornstein-Uhlenbeck process
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