Q4459185 (Q4459185): Difference between revisions
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Revision as of 23:46, 15 February 2024
scientific article; zbMATH DE number 2062298
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scientific article; zbMATH DE number 2062298 |
Statements
25 March 2004
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first passage times
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Wiener process
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Girsanov transformation
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numerical integration
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