Asymptotic approximations for Brownian motion boundary hitting times (Q1180579)

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Asymptotic approximations for Brownian motion boundary hitting times
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    Asymptotic approximations for Brownian motion boundary hitting times (English)
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    27 June 1992
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    approximate square-root boundaries
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    upper and lower case boundaries
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    hitting times for diffusion processes
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    properties of special functions
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