First passage time for Brownian motion and piecewise linear boundaries (Q518868): Difference between revisions

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Brownian motion
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boundary crossing density
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first hitting time
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first passage time
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curved boundary
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Monte Carlo integration
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Revision as of 04:51, 1 July 2023

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First passage time for Brownian motion and piecewise linear boundaries
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    First passage time for Brownian motion and piecewise linear boundaries (English)
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    30 March 2017
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    Brownian motion
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    boundary crossing density
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    first hitting time
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    first passage time
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    curved boundary
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    Monte Carlo integration
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