A characterization of the first hitting time of double integral processes to curved boundaries (Q3516400): Difference between revisions

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A characterization of the first hitting time of double integral processes to curved boundaries
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    A characterization of the first hitting time of double integral processes to curved boundaries (English)
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    5 August 2008
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    first hitting time
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    first passage time
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    curved boundary
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    integrated Wiener process
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    double integral process
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    numerical computation
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