First Exit of Brownian Motion from a One-sided Moving Boundary (Q2840339)
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Item:Q2840339
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First Exit of Brownian Motion from a One-sided Moving Boundary |
scientific article |
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First Exit of Brownian Motion from a One-sided Moving Boundary (English)
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18 July 2013
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Brownian motion
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Bessel process
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moving boundary
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first exit time
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one-sided exit problem
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