A new integral equation for the evaluation of first-passage-time probability densities (Q3769731): Difference between revisions

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A new integral equation for the evaluation of first-passage-time probability densities
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    A new integral equation for the evaluation of first-passage-time probability densities (English)
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    1987
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    Volterra integral equation
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    diffusion processes through time-dependent boundaries
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    Ornstein-Uhlenbeck processes
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    Volterra equation
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    first passage time
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