On a symmetry-based constructive approach to probability densities for two-dimensional diffusion processes (Q4842811)

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scientific article; zbMATH DE number 786290
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On a symmetry-based constructive approach to probability densities for two-dimensional diffusion processes
scientific article; zbMATH DE number 786290

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    On a symmetry-based constructive approach to probability densities for two-dimensional diffusion processes (English)
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    8 April 1996
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    linear process
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    absorbing boundary
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    first-crossing time probability
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