On the evaluation of first-passage-time probability densities via non-singular integral equations (Q3821380): Difference between revisions

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On the evaluation of first-passage-time probability densities via non-singular integral equations
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    On the evaluation of first-passage-time probability densities via non-singular integral equations (English)
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    1989
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    first-passage-time
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    Ornstein-Uhlenbeck processes
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    reflecting boundary
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    Wiener process with a reflecting boundary
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