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scientific article; zbMATH DE number 2062298
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scientific article; zbMATH DE number 2062298

    Statements

    author
    Q222035
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    Volf Frishling
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    N. Kordzakhia
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    publication date
    25 March 2004
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    zbMATH DE Number
    2062298
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    zbMATH Keywords
    first passage times
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    Wiener process
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    Girsanov transformation
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    numerical integration
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