A computational approach to first-passage-time problems for Gauss–Markov processes (Q2749133): Difference between revisions
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Revision as of 19:03, 5 February 2024
scientific article
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English | A computational approach to first-passage-time problems for Gauss–Markov processes |
scientific article |
Statements
A computational approach to first-passage-time problems for Gauss–Markov processes (English)
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23 June 2002
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Brownian bridge
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varying boundaries
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Daniels boundary
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Volterra integral equations
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