An asymptotic expansion for one-sided Brownian exit densities (Q3949774): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An asymptotic expansion for one-sided Brownian exit densities |
scientific article |
Statements
An asymptotic expansion for one-sided Brownian exit densities (English)
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1983
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density of the first-exit time of a Brownian motion
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moving boundary
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asymptotic expansion
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