The Joint Laplace Transforms for Diffusion Occupation Times (Q5396591): Difference between revisions

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Revision as of 22:00, 19 March 2024

scientific article; zbMATH DE number 6253383
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English
The Joint Laplace Transforms for Diffusion Occupation Times
scientific article; zbMATH DE number 6253383

    Statements

    The Joint Laplace Transforms for Diffusion Occupation Times (English)
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    31 January 2014
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    exit problem
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    occupation time
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    ruin probability
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    time-homogeneous diffusion
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