Smooth first-passage densities for one-dimensional diffusions (Q3759632)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Smooth first-passage densities for one-dimensional diffusions |
scientific article |
Statements
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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