Smooth first-passage densities for one-dimensional diffusions (Q3759632): Difference between revisions

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Revision as of 12:32, 5 March 2024

scientific article
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Smooth first-passage densities for one-dimensional diffusions
scientific article

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    Smooth first-passage densities for one-dimensional diffusions (English)
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    1987
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    Skorohod equation with two reflecting boundaries
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    reflecting Brownian motion
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